[R-meta] Three-level meta-analysis with different sources of dependency
Hey, thank you so much for your answers! That was really helpful advice. I have only one more problem, if I try to use the vcalc function, I get the following error "Error in rho[[1]][obs[i], obs[j]] : subscript out of bounds". Do you know what I did wrong here? I would be really grateful for a hint on how to fix it. Best regards Wilma (Bachelor's student at the TU Dresden, Germany)
Von: Yefeng Yang <yefeng.yang1 at unsw.edu.au>
Gesendet: Mittwoch, 8. Februar 2023 03:52:53
An: R Special Interest Group for Meta-Analysis
Cc: James Pustejovsky; Theilig, Wilma Charlott
Betreff: Re: [R-meta] Three-level meta-analysis with different sources of dependency
Hey Wilma,
Just one point to add - might be trivial. You mentioned some estimates were derived from longitudinal studies and using multiple instruments. For the former, you might want to temporal dependence (autoregressive structure) when imputing the var-cov matrix, if you like. For the latter, you might specify different correlations to distinguish within-construct and between-construct dependence. vcalc is very flexible at constructing var-cov matrix. BTW, highly recommend the following paper, which has an excellent workflow teaching you how to choose a meta-analytic working model to capture the data-generating process properly:
Pustejovsky J E, Tipton E. Meta-analysis with robust variance estimation: Expanding the range of working models[J]. Prevention Science, 2022, 23(3): 425-438.
Best,
Yefeng
________________________________
From: R-sig-meta-analysis <r-sig-meta-analysis-bounces at r-project.org> on behalf of James Pustejovsky via R-sig-meta-analysis <r-sig-meta-analysis at r-project.org>
Sent: Wednesday, 8 February 2023 7:12
To: R Special Interest Group for Meta-Analysis <r-sig-meta-analysis at r-project.org>
Cc: James Pustejovsky <jepusto at gmail.com>
Subject: Re: [R-meta] Three-level meta-analysis with different sources of dependency
Hi again Wilma,
Following up with a very small correction to the example code in my
previous reply. The argument tdist = TRUE is unnecessary in the rma.mv()
code. The comment (copy-pasted from the example script) is also a bit
misleading because tdist = TRUE is not the same thing as the Knapp-Hartung
adjustment.
The revised code for the multi-level meta-analysis model would be as
follows:
overall <- rma.mv(yi, vi,
data = df,
level = 95,
method = "REML",
slab = author_year,
random = list(~ 1 | study_id, ~ 1 | esid)) |>
robust(cluster = study_id, clubSandwich = TRUE)
summary(overall)
Or for the correlated-and-hierarchical effects model:
V <- vcalc(vi, cluster=study_id, obs=esid, data=df, rho=0.6)
overall <- rma.mv(yi, V = V,
data = df,
level = 95,
method = "REML",
slab = author_year,
random = list(~ 1 | study_id, ~ 1 | esid)) |>
robust(cluster = study_id, clubSandwich = TRUE)
summary(overall)
James
On Tue, Feb 7, 2023 at 11:54 AM James Pustejovsky <jepusto at gmail.com> wrote:
> Hi Wilma,
>
> Combining the multi-level meta-analytic approach with RVE is one fairly
> low-effort way to address the concern of dependent effect sizes. As far as
> implementation, it is simply a matter of running the model results through
> the robust() function in metafor. Here's an example, elaborating on the
> script you linked to:
>
> # Create multilevel meta-analytic object for overall pooled effect
> overall <- rma.mv(yi, vi,
> data = df,
> level = 95,
> method = "REML", # tau-squared estimator
> slab = author_year, # study label
> tdist = TRUE, # apply Knapp-Hartung adjustment for our
> confidence intervals
> random = list(~ 1 | study_id,
> ~ 1 | esid)) # account for dependency in
> the data
> overall_robust <- robust(overall, cluster = study_id, clubSandwich = TRUE)
> summary(overall_robust)
>
> Here's an alternate syntax, using R's pipe operator:
>
> # Create multilevel meta-analytic object for overall pooled effect
> overall <- rma.mv(yi, vi,
> data = df,
> level = 95,
> method = "REML", # tau-squared estimator
> slab = author_year, # study label
> tdist = TRUE, # apply Knapp-Hartung adjustment for our
> confidence intervals
> random = list(~ 1 | study_id,
> ~ 1 | esid)) |>
> robust(cluster = study_id, clubSandwich = TRUE)
> summary(overall)
>
> With either syntax, you'll need to specify the cluster = argument to tell
> metafor the level at which to cluster the robust variance estimator.
> Setting clubSandwich = TRUE provides small-sample adjustments that have
> better performance characteristics when the number of clusters is limited.
>
> A further step would be to implement the correlated-and-hierarchical
> effects working model rather than the multi-level meta-analysis (which, as
> you noted, assumes independent effect size estimates within studies). The
> idea here is to create an approximate sampling variance-covariance matrix
> for the effect size estimates, to acknowledge that there is some dependence
> in them, even if we're unsure about the exact degree of dependence. You can
> implement this using metafor's vcalc() function. Here's a basic example,
> assuming a correlation of .6 between effect size estimates from the same
> study:
>
> V <- vcalc(vi, cluster=study_id, obs=esid, data=df, rho=0.6)
>
> Once you've got the V matrix, you feed it into the V argument of rma.mv()
> as follows:
> overall <- rma.mv(yi = yi, V = V,
> data = df,
> level = 95,
> method = "REML", # tau-squared estimator
> slab = author_year, # study label
> tdist = TRUE, # apply Knapp-Hartung adjustment for our
> confidence intervals
> random = list(~ 1 | study_id,
> ~ 1 | esid)) |>
> robust(cluster = study_id, clubSandwich = TRUE)
> summary(overall)
>
> You noted a potential concern that the reason for dependence differs from
> study to study, which suggests that assuming the same level of correlation
> (e.g., rho = .6) isn't very plausible. The vcalc() function has some
> features that would let you make more elaborate assumptions based on timing
> of measurements and such (see the documentation here:
> https://wviechtb.github.io/metafor/reference/vcalc.html). Depending on
> how big your concern is, perhaps it would be worth exploring these
> features. If it's a small feature of the data, however, I think it would be
> pretty reasonable and conventional to use a common correlation assumption,
> since robust variance estimation / inference methods will work even if some
> aspects of the working model aren't correctly specified.
>
> James
>
> On Tue, Feb 7, 2023 at 2:18 AM Wilma Charlott Theilig via
> R-sig-meta-analysis <r-sig-meta-analysis at r-project.org> wrote:
>
>> Dear all,
>>
>> thank you for adding me to the mailing list! Meta-analysis and R-
>> beginner here.
>>
>>
>> I plan to conduct a meta-analysis following a systematic review on the
>> topic "Empathy and Theory of Mind - Do they correlate in children?". My
>> data set consists of correlational data. In total, I have identified 80
>> studies and 204 effect sizes that I could use for the analysis. Since
>> nested effect sizes are available and I do not have any information about
>> the correlations between these nested effect sizes, it is possible to work
>> with either RVE or multi-level analyses.
>>
>> For my research question, a three-level meta-analysis would make the most
>> sense (I want to do a moderator analysis with meanage and assessment type
>> and add "Study" as an additional level).
>>
>> The problem I have, however, is that my effect sizes are dependent for
>> various reasons. I have T1 and T2 data from longitudinal studies, the
>> female, male and overall sample of studies, as well as samples where the
>> correlation between empathy and ToM was measured using the same sample but
>> different instruments.
>>
>> On the metafor website in the example of Konstantopoulos (2011) is stated
>> that "It is important to note that the models used above assume that the
>> sampling errors of the effect size estimates are independent. This is
>> typically an appropriate assumption as long as there is no overlap in the
>> data/individuals used to compute the various estimates. However, when
>> multiple estimates are obtained from the same group of individuals, then
>> this assumption is most certainly violated."
>>
>>
>> I was planning to use the R-script by Gucciardi (2021)
>>
>> https://osf.io/brhsw
>>
>> and was wondering if I could adapt it to account for the different
>> sources of dependency. I read about combining RVE and Multi-level
>> meta-analysis or CHE-models that I could use to solve my problem but I was
>> wondering what the best way (and easiest way) would be?
>>
>> What would be the consequences of just ignoring the different sources of
>> dependency?
>>
>> I am really looking forward for your answers.
>>
>>
>> Best regards
>>
>> Wilma Theilig
>>
>>
>>
>>
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>>
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