I want to post this message to statalist:
Good morning,
I'm a researcher in Business Economics and I'm doing a meta-analysis based
on an economics issue.
I have a crucial doubt about the weights to use in a meta-regression.
For fixed-effect I have to use this Stata command: vwls Y(effect size)
DummyX1 DummyX2. Sd(StandardErrorEffectSize)
For fixed-effect I have to use this Stata command, using reml- residual
maximum likelihood - as option: metareg Y(effect size) DummyX1 DummyX2,
wsse(StandardErrorEffectSize) bsest(reml)
My doubt concerns the weight.
If I compute a variance-weighted least squared regression do I have to input
in the stata command the Standard Error of the Effect Size or the inverted
squared standard error?
End running a metareg (random-effect), is it correct, in this case, the use
of the Standard Error of the Effect Size?
Moreover, I have a second doubt.
Please, does anybody of you know how to compute R^2 after a
variance-weighted least squared regression? Is it possible to compute it?
Thanks a lot in advance for the attention. Sorry if the questions are silly
for experts . I'm not an expert.
Maurizio La Rocca
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