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[R-meta] Hypothesis Testing of R2 in metafor

1 message · Wolfgang Viechtbauer

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Dear Zhouhan,

Yes, one could interpret the omnibus test of all coefficients as a test of R^2 = 0. They do not match up as nicely though as in regular regression, where there is a direct relationship between the F-statistic and R^2, namely:

R^2 = F / (F + (n-p)/(p-1))

where n is the sample size and p is the number of coefficients. This formula doesn't apply to mixed-effects meta-regression models and, for example, cases can arise where R^2 = 0 while the omnibus test statistic is greater than 0. But yes, in principle, if one cannot reject the null hypothesis that all coefficients (except for the intercept) are equal to 0, then this would imply that one cannot reject R^2 = 0.

Best,
Wolfgang