Skip to content
Prev 4664 / 5636 Next

[R-meta] account for uncertainty of predictors in meta-analysis

Simon,

If you mean the point estimates alone, not necessarily. In fact, to
estimate the (un)standardized coefficients knowing the G or H matrices
alone (simply covert G and H to correlation matrices, if standardized
coefficients are desired) suffices:

G = mvml$G
# Predicting AL from PD:
solve(G[2, 2], G[1, 2]) # compare to matreg() output in previous post

# Predicting PD from AL:
solve(G[1, 1], G[2, 1]) # compare to matreg() output in previous post

The vvc is added to improve the SEs of the coefficients leading to more
reliable inferentials (p-values, CIs etc.) given that G and H matrices are
derived from latent variables (true or equivalently random effects)
not from the observed data.

Reza
On Thu, Jun 1, 2023 at 10:33?PM Simon Harmel <sim.harmel at gmail.com> wrote: