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[R-meta] Multivariate meta-analysis with unknown covariances?

Indeed, unknown correlations seems to be a 'hot topic' right now.

Let me first clarify that metafor cannot somehow magically solve the problem with missing covariances. One has to do some extra work to deal with this issue. The post that Isabel refers to (https://stat.ethz.ch/pipermail/r-sig-mixed-models/2015q2/023727.html) discusses some possibilities. A defensible strategy is to:

1) Guestimate the unknown correlations and then compute approximate covariances between the effect size estimates.
2) Fit a proper multivariate model.
3) Follow things up with a cluster-robust approach.

This is basically what James just described in his post and on his blog (and what Emily refers to):

http://jepusto.github.io/imputing-covariance-matrices-for-multi-variate-meta-analysis

And so, yes, I think you can conduct a multivariate meta-analysis based on the data set described.

Best,
Wolfgang

-----Original Message-----
From: R-sig-meta-analysis [mailto:r-sig-meta-analysis-bounces at r-project.org] On Behalf Of Emily Finne
Sent: Thursday, August 10, 2017 20:25
To: r-sig-meta-analysis at r-project.org
Subject: Re: [R-meta] Multivariate meta-analysis with unknown covariances?

Dear Isabel,

I'm not an expert in meta-analysis, so I have to leave your question - 
if multivariate MA makes sense at all in your case - open to the experts 
around. If your different outcomes do measure different symptoms 
originating in different disorders I would have my doubts if it makes 
sense to combine them.

But it seems to me that the follwing recent post is addressing your 
problem with the missing covariances quite well: 
https://stat.ethz.ch/pipermail/r-sig-meta-analysis/2017-August/000094.html

How to construct the var-cov matrix for multiple endpoint studies in 
metafor is illustrated here: 
http://www.metafor-project.org/doku.php/analyses:gleser2009. (But you 
would have to guess a within-study correlation between different outcomes).

Good luck with your thesis!

Best,
Emily

Am 10.08.2017 um 18:54 schrieb schlegei: