[R-meta] Help specifying a three-level model

[Viechtbauer, Wolfgang (SP)]

Dear Frank,

From what you describe, it sounds like

random = ~ 1 | Country / SampleID / EstimateID

would be a starting point, where 'EstimateID' is just 

dat$EstimateID <- 1:nrow(dat)

Argument 'struct' is irrelevant here.

Don't use -1 in 'mods'. See here:

https://www.metafor-project.org/doku.php/tips:models_with_or_without_intercept

With anova(Fit0, Fit1) you can do a LRT comparing the two models. For comparing models with different fixed effects (as you are doing), you would have to use ML estimation (i.e., method="ML") instead of REML estimation (which is the default). But you can also just do a Wald-type test instead with:

anova(Fit1, btt=3:5)

which should give you the omnibus test of the coefficients for HOF_powerDist, HOF_indivCol, 
HOF_masFem.

To get pseudo R^2 values, you can do:

(Fit0$sigma2 - Fit1$sigma2) / Fit0$sigma2

to estimate the proportional reduction in each variance component as the additional fixed effects are added to the model or:

(sum(Fit0$sigma2) - sum(Fit1$sigma2)) / sum(Fit0$sigma2)

to get the proportional reduction of the total amount of heterogeneity.

Given that the moderators are measured at the country level, the largest reductions (if any) should be observable for the country-level variance component, although in practice things don't divide that neatly.

Best,
Wolfgang

>-----Original Message-----
>From: R-sig-meta-analysis [mailto:r-sig-meta-analysis-bounces using r-project.org] On
>Behalf Of Frank Bosco
>Sent: Wednesday, 10 February, 2021 18:54
>To: r-sig-meta-analysis using r-project.org
>Subject: [R-meta] Help specifying a three-level model
>
>Greetings to all,
>
>I seek help specifying a three-level model. I suspect I need just syntax
>help, but it might be more complicated. I’ve examined some previous
>examples, but none seem to address my specific need. Hoping there’s a
>three-level guru out there willing to help. Any help would be greatly
>appreciated.
>
>Here’s the situation: I have 94 effect sizes pertaining to a particular
>bivariate relation. The 94 effect sizes are nested within 56 independent
>samples. In turn, the 56 independent samples are nested within 9
>countries. The data file is at the URL in the script below.
>
>For each country, I have values for three Hofstede cultural dimensions
>(these are continuous variables): Individualism-collectivism, power
>distance, and masculinity/femininity. For each independent sample, I
>have a control variable: publication year.
>
>I would like to ascertain the incremental variance (which, I presume,
>would be a pseudo R^2) for the addition of the three cultural factors
>(i.e., all three cultural factors entered simultaneously).
>
>At any rate, as shown below, I’m somewhat lost at the moment (I'm trying
>to address a reviewer comment). I paste below the variable names and my
>script skeletons.
>
>Thanks in advance for any help provided.
>
>Frank
>
>=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
>
>Variable names
>yi
>vi
>SampleID
>Country
>PubYear
>HOF_powerDist
>HOF_indivCol
>HOF_masFem
>
>=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
>
>#-- Script attempt (Fit0 contains only the control variable [PubYear];
>Fit1 contains the control variable and the three cultural factors [HOF_*])
>
>library(metafor)
>dat <- read.csv("http://www.frankbosco.com/test.csv")
>
>Fit0 <- rma.mv(yi, vi,
>               mods = ~ PubYear + ??? -1,     #-- (not sure whether I
>need ‘-1’ here)
>               random = ???,  #-- I've tried several nesting approaches
>- some cause an error
>               data = dat,
>               struct = ???     #-- (Not sure what I need here)
>)
>
>Fit1 <- rma.mv(yi, vi,
>               mods = ~ PubYear + HOF_powerDist + HOF_indivCol +
>HOF_masFem -1,      #-- (not sure whether I need ‘-1’ here)
>               random = ???,  #-- I've tried several nesting approaches
>- some cause an error
>               data = dat,
>               struct = ???      #-- (Not sure what I need here)
>)
>
>anova(Fit0, Fit1)
>
>=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-
>
>
>Frank Bosco, Ph.D.
>Director, metaBUS.org
>Associate Professor
>School of Business
>Department of Management
>
>Virginia Commonwealth University
>Snead Hall
>301 West Main Street, Room B4151
>Richmond, Virginia 23284
>804 828-3197 • Fax: 804 828-1602
>business.vcu.edu