[R-meta] rma.mv: why some var components change but others don't across 2 models

[Stefanou Revesz]

Dear Wolfgang,

Thank you for your reply. I did check that previously. But my question is
why 'outcome' gives the same variance component across both res (with 4
levels) and res2 (with 68 levels) models?

Thank you so much,
Stefanou

On Sat, Oct 30, 2021, 7:08 AM Viechtbauer, Wolfgang (SP) <
wolfgang.viechtbauer using maastrichtuniversity.nl> wrote:

> Dear Stefanou,
>
> With the way you have 'outcome' coded, these two formulations are not
> equivalent. I believe this post discusses this:
>
> https://stat.ethz.ch/pipermail/r-sig-meta-analysis/2018-July/000896.html
>
> Best,
> Wolfgang
>
> >-----Original Message-----
> >From: Stefanou Revesz [mailto:stefanourevesz using gmail.com]
> >Sent: Friday, 29 October, 2021 17:24
> >To: R meta
> >Cc: Viechtbauer, Wolfgang (SP)
> >Subject: rma.mv: why some var components change but others don't across
> 2 models
> >
> >Dear Wolfgang and Expert List Members,
> >
> >Why `study` with 57 levels in model `res` gives `sigma^2.1 = 0.0200`
> >but `study` with 57 levels in model `res2` gives `sigma^2.1  =
> >0.0122`?
> >(SAME LEVELS BUT DIFFERENT RESULTS)
> >
> >Why `outcome` with 4 levels in model `res` gives `sigma^2.2 = 0.0093`
> >but `outcome` with 68 levels in model `res2` gives `sigma^2.2  =
> >0.0093`?
> >(DIFFERENT LEVELS BUT SAME RESULTS)
> >
> >For reproducibility, below are my data and code.
> >
> >Many thanks to you all,
> >Stefanou
> >
> >m <- read.csv("https://raw.githubusercontent.com/fpqq/w/main/c.csv")
> >
> >res <- rma.mv(yi, vi, random = list(~ 1 | study, ~1|outcome, ~ 1 |
> >measure), data=m)
> >                    estim       sqrt  nlvls  fixed   factor
> >sigma^2.1  0.0200  0.1415     57     no    study
> >sigma^2.2  0.0093  0.0964      4     no  outcome
> >sigma^2.3  0.0506  0.2249      7     no  measure
> >
> >res2 <- rma.mv(yi, vi, random = list(~ 1 | study/outcome, ~ 1 |
> >measure), data=m)
> >                    estim       sqrt  nlvls  fixed         factor
> >sigma^2.1  0.0122  0.1105     57     no          study
> >sigma^2.2  0.0093  0.0964     68     no  study/outcome
> >sigma^2.3  0.0363  0.1904      7     no        measure
>

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