Re: st: Test diff in R^2 from metareg models

[Roger Harbord <roger.harbord@bristol.ac.uk>]

Good question Wendy, and excellent timing! Afraid I don't have a good 
answer at the moment, but try me again in a couple of weeks and i might 
well do. I'm going to a meeting about meta-analysis software next week (i 
think someone you know may be there too..) and one of the topics will be 
meta-regression.  I've been thinking a bit about ANOVA-type output for 
meta-regression and your question is clearly related. If I remember i'll 
report back to the list. If i don't please remind me off-list.

My feeling is you ought to be able to do this using by computing change in 
a "residual" Q statistic and referring it to a chi-squared distribution, 
but i don't myself think meta-regression programs (including -metareg- in 
Stata at the moment unfortunately) calculate the Q the right way for this 
purpose for random-effects models at present.

One thing you could do at present though is use -test- (or -testparm-) 
after -metareg- to give a Wald test of the block of variables added. Will 
give an F-test unless you use the 'z' option to -metareg-, in which case 
you'll get a chi-squared test. At present I think i'd go for the F-test, 
but i may have changed my mind in two weeks...

At some point i plan to add a 'block' suboption to the 'permute' option in 
-metareg-, which would arguably be the best way to do this.

Best wishes,
Roger.


--On 15 August 2005 10:21 -0500 "Garrard, Wendy M." 
<wendy.garrard@Vanderbilt.Edu> wrote:


> I have a series of three meta-regressions, where blocks of variables
> were added, resulting in an initial R^2 of 27%, the second block adding
> 13% to R^2, and the third block adding 25% to R^2. This is a weighted
> regression with random effects (i.e., metareg).
>
> I want to report whether the change in R^2 is significant for blocks two
> and three, but am uncertain how to obtain a test (F- or Chi-sq?) of R^2
> change in Stata, especially since it for metareg with random effects.
>
> Thanks,
> Wendy
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