Message-ID: <CAFUVuJxmU5tEVvtCkuRi4oTen-=4tVgW9exBPQOC5LTFQD+qZQ@mail.gmail.com>
Date: 2022-03-01T20:49:05Z
From: James Pustejovsky
Subject: [R-meta] Potential bug in clubSandwich::Wald_test()
In-Reply-To: <CA+Tgogqyyhhq1aCPP2inF-LxRs+Qc7EHXq2bYaUxPtfAjChisg@mail.gmail.com>
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 at 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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