[R-meta] Output of clubSandwich::Wald_test(...,tidy=TRUE)
Timothy MacKenzie
|@w|@wt @end|ng |rom gm@||@com
Wed Jan 12 18:36:40 CET 2022
Thank you for the clarification, James. I look forward to the future
release of clubSandwich.
BTW, I may have made a similar mistake in my recent meta (under
review), but is the following
(https://stat.ethz.ch/pipermail/r-sig-meta-analysis/2022-January/003733.html)
possibly correct?
Thank you,
Tim M
On Sun, Jan 9, 2022 at 3:23 PM James Pustejovsky <jepusto using gmail.com> wrote:
>
> Tim,
>
> Wald_test() is built for doing multiple-contrast hypothesis tests
> (i.e., F-tests) rather than only t-tests, which constrained several of
> the design choices I made in writing it. To your specific questions:
>
> 1. Several of the small-sample corrections (HTA, HTB, and HTZ)
> available in Wald_test() are based on using Hotelling's T-squared
> distribution as an approximate reference distribution. Hotelling's
> T-squared is a multiple of an F distribution, i.e., if HT follows a
> Hotelling's T-squared distribution with df1 and df2 degrees of
> freedom, then
> delta * HT ~ F(df1, df2)
> so delta is the constant used to transform the HT statistic into an F
> statistic. For single-contrast tests (df1 = 1), then delta = 1. For
> multiple-contrast tests, delta will be some number smaller than 1.
>
> 2. The reason the coefficient estimates don't show in the output is
> that (as noted above), Wald_test is built for multiple-contrast tests,
> where there is not one single estimate relevant to the test statistic.
>
> 3. Currently, there is not an automatic way to compute confidence
> intervals for pairwise contrasts. Probably the easiest thing to do for
> the moment is re-fit the model using a difference reference level so
> that one of the model coefficients corresponds to the contrast of
> interest. Then you can use conf_int() to get confidence intervals.
>
> It sounds like you're using Wald_test() to do pairwise contrasts and
> would like to put confidence intervals on those contrasts. I think it
> would be fairly straight-forward to add this functionality to
> conf_int(). I'll look into it for a future release of clubSandwich.
>
> James
>
> On Sat, Dec 25, 2021 at 9:55 AM Timothy MacKenzie <fswfswt using gmail.com> wrote:
> >
> > Dear Colleagues,
> >
> > I'm new to clubSandwich's Wald_test(). I have three questions about
> > the output (none of which are documented).
> >
> > First, when I convert the output to `as.data.frame()`, a new column
> > called `delta` consisting of 1s shows in the output, what is that?
> >
> > Second, is there a reason the estimates (say for hypothesis A - B)
> > don't show in the output (other packages always do that)?
> >
> > Third, is there a way to add the CIs for the estimates (say for
> > hypothesis A - B) to the output (other packages always do that)?
> >
> > Thank you for your help,
> > Tim M
> >
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