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--- tips:weights_in_rma.mv_models [2021/07/31 09:32] – Wolfgang Viechtbauer
+++ tips:weights_in_rma.mv_models [2021/11/08 15:17] – Wolfgang Viechtbauer
@@ Line 36: / Line 36: @@
 <code rsplus>
-res.fe <- rma(yi, vi, data=dat, method="FE")
+res.ee <- rma(yi, vi, data=dat, method="EE")
 res.re <- rma(yi, vi, data=dat)
 </code>
@@ Line 43: / Line 43: @@
 <code rsplus>
-w.fe.re <- cbind(
+w.ee.re <- cbind(
-paste0(formatC(weights(res.fe), format="f", digits=1, width=4), "%"),
+paste0(formatC(weights(res.ee), format="f", digits=1, width=4), "%"),
 paste0(formatC(weights(res.re), format="f", digits=1, width=4), "%"))
 </code>
@@ Line 52: / Line 52: @@
 <code rsplus>
 forest(dat$yi, dat$vi, xlim=c(-11,5), ylim=c(-2.5, 16), header=TRUE, atransf=exp,
-       at=log(c(1/16, 1/4, 1, 4, 8)), digits=c(2L,4L), ilab=w.fe.re, ilab.xpos=c(-6,-4))
+       at=log(c(1/16, 1/4, 1, 4, 8)), digits=c(2L,4L), ilab=w.ee.re, ilab.xpos=c(-6,-4))
 abline(h=0)
-addpoly(res.fe, row=-1, atransf=exp)
+addpoly(res.ee, row=-1, atransf=exp)
 addpoly(res.re, row=-2, atransf=exp)
-text(-6, 15, "FE Model", font=2)
+text(-6, 15, "EE Model", font=2)
 text(-4, 15, "RE Model", font=2)
 text(-5, 16, "Weights", font=2)
@@ Line 64: / Line 64: @@
 {{ tips:weights_forest_rma.png?nolink }}
-In the FE model, the weights given to the estimates are equal to $w_i = 1 / v_i$, where $v_i$ is the sampling variance of the $i$th study. This is called 'inverse-variance weighting' and can be shown to be the most efficient way of weighting the estimates (i.e., the summary estimate has the lowest possible variance and is therefore most precise). As a result, the estimates with the lowest sampling variances, namely the ones from Stein and Aronson (1953), TPT Madras (1980), and Comstock et al (1974) are given considerably more weight than the rest of the studies.((Depending on the outcome measure, the sampling variance of an estimate is not just an inverse function of the sample size of the study, but can also depend on other factors (e.g., for log risk ratios as used in the present example, the prevalence of the outcome also matters). Therefore, while Stein and Aronson (1953) has a smaller sample size than for example Hart and Sutherland (1977), it has a smaller sampling variance and hence receives more weight. However, roughly speaking, the weight an estimate receives is directly related to the study's sample size.)) Together, these three studies receive almost 80% of the total weight and therefore exert a great deal of influence on the summary estimate. Especially the TPT Madras study 'pulls' the estimate to the right (closer to a risk ratio of 1).
+In the equal-effects model, the weights given to the estimates are equal to $w_i = 1 / v_i$, where $v_i$ is the sampling variance of the $i$th study. This is called 'inverse-variance weighting' and can be shown to be the most efficient way of weighting the estimates (i.e., the summary estimate has the lowest possible variance and is therefore most precise). As a result, the estimates with the lowest sampling variances, namely the ones from Stein and Aronson (1953), TPT Madras (1980), and Comstock et al (1974) are given considerably more weight than the rest of the studies.((Depending on the outcome measure, the sampling variance of an estimate is not just an inverse function of the sample size of the study, but can also depend on other factors (e.g., for log risk ratios as used in the present example, the prevalence of the outcome also matters). Therefore, while Stein and Aronson (1953) has a smaller sample size than for example Hart and Sutherland (1977), it has a smaller sampling variance and hence receives more weight. However, roughly speaking, the weight an estimate receives is directly related to the study's sample size.)) Together, these three studies receive almost 80% of the total weight and therefore exert a great deal of influence on the summary estimate. Especially the TPT Madras study 'pulls' the estimate to the right (closer to a risk ratio of 1).
 In the RE model, the estimates are weighted with $w_i = 1 / (\hat{\tau}^2 + v_i)$. Therefore, not only the sampling variance, but also the (estimated) amount of heterogeneity (i.e., the variance in the underlying true effects) is taken into consideration when determining the weights. When $\hat{\tau}^2$ is large (relative to the size of the sampling variances), then the weights actually become quite similar to each other. Hence, smaller (less precise) studies may receive almost as much as weight as larger (more precise) studies. We can in fact see this happening in the present example. While the three studies mentioned above still receive the largest weights, their weights are now much more similar to those of the other studies. As a result, the summary estimate is not as strongly pulled to the right by the TPT Madras study.
-The weights used in fixed- and random-effects models are the inverse of the model-implied variances of the observed outcomes. For example, in the RE model, the model considers two sources of variability that affect the observed outcomes: sampling variability ($v_i$) and heterogeneity ($\hat{\tau}^2$). The sum of these two sources of variability is $\hat{\tau}^2 + v_i$ and the weights are therefore $w_i = 1 / (\hat{\tau}^2 + v_i)$. The summary estimate is then simply the weighted average of the estimates, namely $$\hat{\mu} = \frac{\sum_{i=1}^k w_i y_i}{\sum_{i=1}^k w_i}.$$ By comparing
+The weights used in equal- and random-effects models are the inverse of the model-implied variances of the observed outcomes. For example, in the RE model, the model considers two sources of variability that affect the observed outcomes: sampling variability ($v_i$) and heterogeneity ($\hat{\tau}^2$). The sum of these two sources of variability is $\hat{\tau}^2 + v_i$ and the weights are therefore $w_i = 1 / (\hat{\tau}^2 + v_i)$. The summary estimate is then simply the weighted average of the estimates, namely $$\hat{\mu} = \frac{\sum_{i=1}^k w_i y_i}{\sum_{i=1}^k w_i}.$$ By comparing
 <code rsplus>
@@ Line 294: / Line 294: @@
 ==== Conclusions ====
-The example above shows that the weighting scheme underlying more complex models (that can be fitted with the ''rma.mv()'' function) is not as simple as in the 'standard' fixed- and random-effects models (that can be fitted with the ''rma()'' function). Depending on the random effects included in the model (and the var-cov matrix of the sampling errors), the model may imply a certain degree of covariance between the estimates, which needs to be taken into consideration when estimating the fixed effects (e.g., the pooled/summary estimate) and their corresponding standard errors.
+The example above shows that the weighting scheme underlying more complex models (that can be fitted with the ''rma.mv()'' function) is not as simple as in the 'standard' equal- and random-effects models (that can be fitted with the ''rma()'' function). Depending on the random effects included in the model (and the var-cov matrix of the sampling errors), the model may imply a certain degree of covariance between the estimates, which needs to be taken into consideration when estimating the fixed effects (e.g., the pooled/summary estimate) and their corresponding standard errors.
 **Note:** James Pustejovsky has written up a very nice [[https://www.jepusto.com/weighting-in-multivariate-meta-analysis/|blog post]] which goes even deeper into this topic.