[R-meta] Potential bug in clubSandwich::Wald_test()

James Pustejovsky jepu@to @end|ng |rom gm@||@com
Tue Mar 1 21:49:05 CET 2022

I cannot reproduce the error. Here is what I get:
> Wald_test(fit, constrain_zero(fit$btt), "CR2")
 test Fstat df_num df_denom p_val sig
  HTZ     0     15    -0.55    NA

The test you are trying to run is for a configuration where the HTZ test
does not work well. It is a joint test of 15 coefficients but the data
include only 28 distinct studies, so this is a very challenging scenario in
terms of getting the small-sample approximation correct. In particular, the
approximation leads to negative degrees of freedom and a corrected F
statistic of zero because the number of coefficients is so large and the
number of clusters is limited. In this situation, I would suggest using a
cluster wild bootstrap test instead, as described in a recent paper by
Megha Joshi and me:

The syntax requires only minor modifications (although it takes a bit
longer to compute):

> library(wildmeta)
> Wald_test_cwb(fit, constraints = constrain_zero(fit$btt), R = 1999, seed
= 20220301)
  Test Adjustment CR_type Statistic    R      p_val
1  CWB        CR0     CR0   Naive-F 1999 0.03951976


On Tue, Mar 1, 2022 at 11:15 AM Stefanou Revesz <stefanourevesz using gmail.com>

> Dear Dr. Pustejovsky (and other Meta Experts),
> I've run into a potential bug in clubSandwich::Wald_test().
> Would you please confirm whether the error in the following reproducible
> example is a bug or not? Any possible fix?
> Best,
> Stefanou
> d <- read.csv("https://raw.githubusercontent.com/fpqq/w/main/f.csv")
> fit <- rma.mv(gi ~ teaching_level +pd_format +pd_content +
>                       training_hr +time +outcome +area +
>                        time_wk_whn +time_wk_btw +study_type,
>              V = v_gi,
>              random = ~1|study/obs,
>              data = d)
> Wald_test(fit, constrain_zero(fit$btt), "CR2")
> Error in symnum(x$p_val, corr = FALSE, na = FALSE, cutpoints = c(0, 0.001,
>  :
>   must have 2 'symbols' for logical 'x' argument

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