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[R-meta] Question regarding Generalized Linear Mixed-effects Model for Meta-analysis

Hi James,

I tried to be clever and derived it myself. But now that I had a bit more time to think about this, I don't think it is applicable for these purposes. The equation gives an estimate of the sampling variance of p if we would repeatedly observe the performance of the same n individuals; that is, under repeated observations, their p_i values would differ, but it assumes that the underlying true probabilities stay the same across repeated observations. But the more appropriate sampling variance would be for repeated observations of n new individuals and their true probabilities would change across repeated observations. The latter type of sampling variance is indeed just estimated by s^2 / n.

So, Aki, please ignore my previous mail. Well, except that you can still analyze ln(p/(1-p)). And the sampling variance of ln(p/(1-p)) would then be estimated with v = 1/(p*(1-p))^2 * s^2 / n.

Best,
Wolfgang

-----Original Message-----
From: James Pustejovsky [mailto:jepusto at gmail.com] 
Sent: Wednesday, 03 January, 2018 15:12
To: Viechtbauer Wolfgang (SP)
Cc: Michael Dewey; Akifumi Yanagisawa; r-sig-meta-analysis at r-project.org
Subject: Re: [R-meta] Question regarding Generalized Linear Mixed-effects Model for Meta-analysis

Wolfgang,

Please forgive me for following up with questions that are pure statistical geekery. Do you have a reference for the formula you gave on estimating the sampling variance of a mean proportion? I haven't seen it before and was curious to know its development. Also, is there a problem with simply using s^2 / n? This is the unbiased variance estimator under simple random sampling, and so I would have thought that it would work adequately here.

Best,
James
On Wed, Jan 3, 2018 at 4:18 AM, Viechtbauer Wolfgang (SP) <wolfgang.viechtbauer at maastrichtuniversity.nl> wrote:
Two additions:

1) Estimation of the sampling variance of a mean proportion is a bit more complex.

Assume that in a given study there are n subjects, each of which completes t trials. So, for each subject, there is a proportion, p_i = x_i/t, where x_i denotes the number of 'successes' on the t trials. Let p = sum p_i / n denote the mean proportion and s^2 the variance of the proportions. Then the sampling variance of p can be estimated with:

v = (p*(1-p) - s^2) / (n*t).

So, when meta-analyzing values of p from multiple studies, the sampling variances should be computed in this way.

2) Instead of meta-analyzing values of p directly (which indeed might lead to predicted values outside of the 0-1 range), we can meta-analyze ln(p/(1-p)) values, which are unbounded and back-transformed values will always be in the 0-1 range. The sampling variance of ln(p/(1-p)) can be estimated with:

v = 1/(p*(1-p))^2 * (p*(1-p) - s^2) / (n*t)

Best,
Wolfgang

-----Original Message-----
From: Michael Dewey [mailto:lists at dewey.myzen.co.uk]
Sent: Wednesday, 03 January, 2018 10:59
To: Akifumi Yanagisawa; Viechtbauer Wolfgang (SP)
Cc: r-sig-meta-analysis at r-project.org
Subject: Re: [R-meta] Question regarding Generalized Linear Mixed-effects Model for Meta-analysis

Dear Aki

In that case why not just use the mean and its sampling variance in the
usual way? This may lead to impossible predictions as there will be no
way of specifying that the means are bounded above and below but it may
be the best you can do with what they have published.

Michael
On 02/01/2018 20:48, Akifumi Yanagisawa wrote: