[R-meta] coef_test() and Satterthwaite correction

[Liu Sicong]

Thank you very much James! I find the attached references very helpful!

Cheers,
Sicong
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From: James Pustejovsky <jepusto using gmail.com>
Date: Monday, January 16, 2023 at 12:17 PM
To: Sicong Liu <64zone using gmail.com>
Cc: "r-sig-meta-analysis using r-project.org" <r-sig-meta-analysis using r-project.org>
Subject: Re: [R-meta] coef_test() and Satterthwaite correction

Hi Sicong,

As far as I know, the Satterthwaite correction performs better than naive-tp (or naive-t) in general, for purposes of providing hypothesis testing procedures with close-to-nominal alpha levels and confidence intervals with close-to-nominal coverage levels. See Pustejovsky & Tipton (2018; https://www.jepusto.com/publication/rve-in-fixed-effects-models/) and citations therein for simulation evidence. See also Huang & Li (2022; https://doi.org/10.3758/s13428-021-01627-0) and Huang, Wiederman, & Zhang (2022; https://doi.org/10.1080/00273171.2022.2077290).

Other non-Satterthwaite approaches include using saddlepoint approximation or Edgeworth approximation. These have not been studied as extensively as the Satterthwaite approximation, so it's less clear which should be preferred. In my own personal experience, I have seldom seen meaningful differences between Satterthwaite and saddlepoint approximations.

James

On Sun, Jan 15, 2023 at 4:03 PM Liu Sicong <64zone using gmail.com<mailto:64zone using gmail.com>> wrote:
Happy weekend all,

Per reading a previous thread, I have a general question regarding applying the function coef_test() while selecting the method to get the t-test df.

  *   I wonder if it is true that Satterthwaite correction is always the preferred method to get df, relative to others like na�ve-tp? Would there be situations that one may prefer to use non-Satterthwaite approach?

Thank you very much!

Best regards,
Sicong (Zone)

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Sicong (Zone) Liu, Ph.D.
Research Associate, Social Action Lab<https://www.asc.upenn.edu/research/centers/social-action-lab>
University of Pennsylvania

3620 Walnut Street,
Philadelphia, PA 19104-6220
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