Skip to content
Prev 3725 / 5636 Next

[R-meta] aggregating effect sizes

When you say the 'values', do you mean the estimates themselves or their sampling variances?

I only talked about the latter, that is, if the sampling variances within a set of estimates are homoscedastic, then there is no difference between weighting or not weighting. If the sampling variances are quite different, then I would typically prefer to use weighting, since that will give the most efficient estimate of the underlying true effect/outcome for the set.

However, James Pustejovsky (cc-ed) asked me to add the 'weighted' option to aggregate(), because there can be circumstances where using a simple (unweighted) average might be preferred.

If I recall, one argument goes along the following lines. Say you want to aggregate two effect estimates, one for male and one for female subjects. With weighting, the two estimates are weighted approximately proportional to the sample sizes within the two subgroups. However, the subgroup sizes within a study are just a reflection of how many male and female subjects the researchers were able to recruit for their study (and females tend to be more likely to volunteer), which doesn't reflect the population to which you want to make an inference (which consists of approx. equal parts of male and female subjects). So in that case, a simple average might be preferred.

Best,
Wolfgang