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

[James Pustejovsky]

That approach uses a better variance estimator (CR2) but a very crude
approximation to the distribution of the test statistic. I would guess that
it would still have very poor small-sample properties for contexts such as
your example, where the number of clusters is limited relative to the
number of coefficients being tested.

On Tue, Mar 1, 2022 at 4:00 PM Stefanou Revesz <stefanourevesz using gmail.com>
wrote:

> Thank you very much, James.  Does changing the `test=` to another option
> (e.g., "Naive-F") but keeping the `vcov="CR2"` might still be better than
> the QM provided by the rma.mv() model itself?
>
> Wald_test(fit, constrain_zero(fit$btt), "CR2", test = "Naive-F")
>
> Stefanou
>
> On Tue, Mar 1, 2022 at 2:49 PM James Pustejovsky <jepusto using gmail.com>
> wrote:
>
>> I cannot reproduce the error. Here is what I get:
>> > Wald_test(fit, constrain_zero(fit$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:
>>
>> https://www.jepusto.com/publication/cluster-wild-bootstrap-for-meta-analysis/
>>
>> The syntax requires only minor modifications (although it takes a bit
>> longer to compute):
>>
>> > library(wildmeta)
>> > Wald_test_cwb(fit, constraints = constrain_zero(fit$btt), R = 1999,
>> seed = 20220301)
>>   Test Adjustment CR_type Statistic    R      p_val
>> 1  CWB        CR0     CR0   Naive-F 1999 0.03951976
>>
>> James
>>
>> On Tue, Mar 1, 2022 at 11:15 AM Stefanou Revesz <stefanourevesz using gmail.com>
>> wrote:
>>
>>> Dear Dr. Pustejovsky (and other Meta Experts),
>>>
>>> I've run into a potential bug in clubSandwich::Wald_test().
>>>
>>> Would you please confirm whether the error in the following reproducible
>>> example is a bug or not? Any possible fix?
>>>
>>> Best,
>>> Stefanou
>>>
>>> d <- read.csv("https://raw.githubusercontent.com/fpqq/w/main/f.csv")
>>>
>>> fit <- rma.mv(gi ~ teaching_level +pd_format +pd_content +
>>>                       training_hr +time +outcome +area +
>>>                        time_wk_whn +time_wk_btw +study_type,
>>>              V = v_gi,
>>>              random = ~1|study/obs,
>>>              data = d)
>>>
>>> Wald_test(fit, constrain_zero(fit$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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