[R-meta] rma.mv only for better SEs

[Simon Harmel]

Great, thanks!

(Truly hope you feel better very soon)

Simon

On Mon, Jan 31, 2022 at 2:56 PM Viechtbauer, Wolfgang (SP) <
wolfgang.viechtbauer using maastrichtuniversity.nl> wrote:

> The fixed effects are estimated using ML/REML estimation.
>
> What you seem to be describing there are the EB estimates of the
> cluster-specific intercepts (e.g., Snijders & Boskers, 1999, p. 58-59) for
> a simple two-level 'empty' model with just a random intercept. With
> additional fixed effects and/or random effects, things will get more
> complex.
>
> There are many books that go into this; for example Searle (1992), chapter
> 6 is very thorough.
>
> I will bow out of further replies as typing is aggravating my arm.
>
> Best,
> Wolfgang
>
> >-----Original Message-----
> >From: Simon Harmel [mailto:sim.harmel using gmail.com]
> >Sent: Monday, 31 January, 2022 21:40
> >To: Viechtbauer, Wolfgang (SP)
> >Cc: R meta
> >Subject: Re: [R-meta] rma.mv only for better SEs
> >
> >Oh, all I knew was that ordinary multilevel estimates of fixed effect are
> >obtained via empirical Bayes (eb) and have the following algebraic
> relation to
> >their OLS counterparts.
> >
> >Is there any reference that explains the nature of these weights and
> refers to
> >them as "weights"?
> >
> >Beta_eb = Lambda * Beta_ols + (1 - lambda) * grand mean
> >
> >where Lambda = Heterogeneity_betw. /  [Heterogeneity_betw. + (residual
> var. /
> >n_clusters)]
> >
> >On Mon, Jan 31, 2022 at 2:27 PM Viechtbauer, Wolfgang (SP)
> ><wolfgang.viechtbauer using maastrichtuniversity.nl> wrote:
> >This is not correct. Also ordinary multilevel models have a weight matrix.
> >
> >>-----Original Message-----
> >>From: Simon Harmel [mailto:sim.harmel using gmail.com]
> >>Sent: Monday, 31 January, 2022 21:14
> >>To: Viechtbauer, Wolfgang (SP)
> >>Cc: R meta
> >>Subject: Re: [R-meta] rma.mv only for better SEs
> >>
> >>This is very helpful, thank you so very much.
> >>
> >>Simon
> >>ps. This may be loosely relevant but in ordinary multilevel models, we
> don't use
> >>weights, but still random-effects' structures do have a bearing on the
> fixed
> >>effect estimates. So, aside from weights, something else from
> random-effects
> >must
> >>have an impact on fixed-effect magnitude.
> >>
> >>On Mon, Jan 31, 2022 at 2:04 PM Viechtbauer, Wolfgang (SP)
> >><wolfgang.viechtbauer using maastrichtuniversity.nl> wrote:
> >>Right, sorry, that was a typo.
> >>
> >>Best,
> >>Wolfgang
> >>
> >>>-----Original Message-----
> >>>From: Simon Harmel [mailto:sim.harmel using gmail.com]
> >>>Sent: Monday, 31 January, 2022 19:29
> >>>To: Viechtbauer, Wolfgang (SP)
> >>>Cc: R meta
> >>>Subject: Re: [R-meta] rma.mv only for better SEs
> >>>
> >>>Sure, but didn't you by any chance mean to say:
> >>>"The random effects structure determines the weight matrix, which in
> turn
> >>affects
> >>>the estimates of the **fixed effects**".
> >>>
> >>>On Mon, Jan 31, 2022 at 12:23 PM Viechtbauer, Wolfgang (SP)
> >>><wolfgang.viechtbauer using maastrichtuniversity.nl> wrote:
> >>>The random effects structure determines the weight matrix, which in turn
> >affects
> >>>the estimates of the random effects.
> >>>
> >>>Best,
> >>>Wolfgang
> >>>
> >>>>-----Original Message-----
> >>>>From: Simon Harmel [mailto:sim.harmel using gmail.com]
> >>>>Sent: Monday, 31 January, 2022 18:29
> >>>>To: Viechtbauer, Wolfgang (SP)
> >>>>Cc: R meta
> >>>>Subject: Re: [R-meta] rma.mv only for better SEs
> >>>>
> >>>>I have done it, and in my case the results differ. But my point was,
> is my
> >>>>explanation regarding why they differ accurate?
> >>>>
> >>>>On Mon, Jan 31, 2022 at 11:24 AM Viechtbauer, Wolfgang (SP)
> >>>><wolfgang.viechtbauer using maastrichtuniversity.nl> wrote:
> >>>>Just try it out and you will see what happens.
> >>>>
> >>>>Best,
> >>>>Wolfgang
> >>>>
> >>>>>-----Original Message-----
> >>>>>From: Simon Harmel [mailto:sim.harmel using gmail.com]
> >>>>>Sent: Monday, 31 January, 2022 18:21
> >>>>>To: Viechtbauer, Wolfgang (SP)
> >>>>>Cc: R meta
> >>>>>Subject: Re: [R-meta] rma.mv only for better SEs
> >>>>>
> >>>>>Thank you, Wolfgang. I asked this, because I noticed applying RVE to
> an
> >>>rma.mv()
> >>>>>model has no bearing on the estimates of fixed effects themselves,
> and just
> >>>>>modifies their SEs.
> >>>>>
> >>>>>So, I wondered if the same rule, at least "in principle", should
> apply when
> >we
> >>>>go
> >>>>>from rma() to rma.mv().
> >>>>>
> >>>>>But is there a principle regarding how random effects affect the fixed
> >>effects?
> >>>>>
> >>>>>For instance, in:
> >>>>>
> >>>>>1- rma.mv(y ~ 1, random = ~ 1|study/obs), the overall average only
> represents
> >>>>the
> >>>>>average of study-level effects.
> >>>>>
> >>>>>But, in:
> >>>>>
> >>>>>2- rma.mv(y ~ 1, random = ~ 1|study/outcome/obs), the overall average
> >>>represents
> >>>>>the average of study-level effects additionally affected by the
> outcome-level
> >>>>>effects within them.
> >>>>>
> >>>>>And thus, 1- and 2- may give different overall averages, right?
> >>>>>
> >>>>>Simon
> >>>>>
> >>>>>On Mon, Jan 31, 2022 at 11:00 AM Viechtbauer, Wolfgang (SP)
> >>>>><wolfgang.viechtbauer using maastrichtuniversity.nl> wrote:
> >>>>>Generally, two models with different random effects structures will
> also give
> >>>>you
> >>>>>different estimates of the fixed effects (unless the estimates of the
> >>>>>variance/covariance components happen to be such that the two models
> collapse
> >>>>>down to the same structure).
> >>>>>
> >>>>>Best,
> >>>>>Wolfgang
> >>>>>
> >>>>>>-----Original Message-----
> >>>>>>From: R-sig-meta-analysis [mailto:
> r-sig-meta-analysis-bounces using r-project.org]
> >>>On
> >>>>>>Behalf Of Simon Harmel
> >>>>>>Sent: Monday, 31 January, 2022 17:49
> >>>>>>To: R meta
> >>>>>>Subject: [R-meta] rma.mv only for better SEs
> >>>>>>
> >>>>>>Hello List Members,
> >>>>>>
> >>>>>>Reviewing the archived posts, my understanding is that my studies can
> >>>>>>produce multiple effects, so I should use rma.mv() not rma().
> >>>>>>
> >>>>>>Also, I understand rma.mv() ensures that I get more accurate SEs
> for my
> >>>>>>fixed effects relative to rma().
> >>>>>>
> >>>>>>BUT does that also mean that, by definition, rma.mv() should have no
> >>>>>>bearing on the magnitude of the fixed effects themselves and only
> modifies
> >>>>>>their SEs relative to rma()?
> >>>>>>
> >>>>>>Thank you,
> >>>>>>Simon
>

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