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

I cannot reproduce the error. Here is what I get:
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):
= 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 at gmail.com>
wrote: