Description Usage Arguments Details Value Note References See Also Examples
Produce asymptotic variances/covariance with optional correction for attentuation and Fisher's z transformation.
1 2 3 |
cor.mats |
A list of correlation matrices. If
unattenuated supply the list biased correlations to the
|
n.vect |
A vector of sample sizes corresponding to
the studies in the list of |
outcome.var |
The name of the outcome variable the other measures correlate with. |
reals |
A matrix/data.frame of reliabilities. The column names must match the column/rownames of the correlation matrices exactly. (order does not matter). |
fishersz |
logical. If TRUE uses Fisher's z transformation. |
mvmeta.out |
logical. If TRUE outputs a list with
the correlations and variances/covariances in a format
that can be used by the |
biased.cor.mats |
A list of biased correlation
matrices supplied if unattentuated correlations are
passed to the |
sep |
A character string to separate the variable names. |
Uses Olkin and Siotani's (1976) formulas:
Var(r_{ist})\approx \frac{(1-ρ_{ist}^{2})^2}{n_i}
Cov(r_{ist}, r_{iuv})= [.5ρ_{ist}ρ_{iuv}(ρ_{isu}^2 + ρ_{isv}^2 + ρ_{itu}^2 + ρ_{itv}^2) + ρ_{isu}ρ_{itv}+ ρ_{isv}ρ_{itu}-
(ρ_{ist}ρ_{isu}ρ_{isv} + ρ_{its}ρ_{itu}ρ_{itv}) + ρ_{ius}ρ_{iut}ρ_{iuv} + ρ_{ivs}ρ_{ivt}ρ_{ivu}]/n_i
Unattenuated Variances Formula (Borenstein, Hedges, Higgins & Rothstein, 2009):
V_{r}^u = \frac{Var(r_{ist})}{ρ/ρ^u}
Where:
ρ is the raw correlation
ρ^u is the unattenuated correlation
Fisher's z approach also requires:
Var(z_{ist})\approx \frac{1}{n_i - 3}
Cov(z_{ist}, z_{iuv})= \frac{σ_{ist,uv}}{(1-ρ_{ist}^2)(1-ρ_{iuv}^2)}
If a realibility is missing (NA
) 1 will be used as
a conservative estimate.
Returns either a list of matrices of asymptotic
covariances/variances of the correlation matrices or (if
mvmeta.out
is TRUE) a list of a matrix of
correlations in the form selected (raw, unattenuated or
Fishers z transformed) and matrix of
variances/covariances with studies as rownames that can
be passed to mvmeta
from the mvmeta
package.
Reliability column names must match exactly(including
case) the row/column names of the correlation matrices.
If needed add a column of NA
s.
Olkin, I., & Siotani, M. (1976) Asymptotic distribution of functions of a correlation matrix. In Essays in Probability and Statistics Chapter 16 (S. Ikeda, ed.) 235-251. Shinko Tsusho, Tokyo.
Borenstein, M., Hedges, L. V., Higgins, J. P. T., & Rothstein, H. R. (2009). Introduction to meta- analysis (1st ed.). West Sussex, UK: Wiley.
Becker, B. J. (2000). Multivariate meta-analysis. In H. A. Tinsley & S. Brown, (Eds.). Handbook of applied multivariate statistics and mathematical modeling. San Diego: Academic Press.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 | #generating data sets
set.seed(10)
MAT <- function(n = 5) {
x <- matrix(round(rnorm(n^2, 0, .3), 2), n)
dimnames(x) <- list(LETTERS[1:n], LETTERS[1:n])
diag(x) <-1
x[upper.tri(x)] <- t(x)[upper.tri(x)]
x
}
cor.mats1 <- lapply(1:5, function(i) MAT(4))
names(cor.mats1) <- paste0("study_", 1:length(cor.mats1))
cor.mats2 <- lapply(1:3, function(i) MAT())
names(cor.mats2) <- paste0("study_", 1:length(cor.mats2))
n1 <- sample(40:150, length(cor.mats1), TRUE)
n2 <- sample(40:150, length(cor.mats2), TRUE)
reliabilities <- matrix(round(rnorm(20, .7, .1), 2), ncol = 4)
dimnames(reliabilities) <- list(names(cor.mats1), LETTERS[1:4])
#Using MDasycov
MDasycov(cor.mats1, n1, outcome.var = "A", reals = reliabilities)
MDasycov(cor.mats1, n1, outcome.var = "D")
MDasycov(cor.mats1, n1, outcome.var = "C")
MDasycov(cor.mats2, n2, outcome.var = "B")
MDasycov(cor.mats2, n2, outcome.var = "E", mvmeta.out = FALSE)
MDasycov(cor.mats2, n2, outcome.var = "E", fishersz = TRUE)
#With the mvmeta package
## Not run:
mvmDAT <- MDasycov(cor.mats1, n1, outcome.var = "A", reals = reliabilities)
library(mvmeta)
mvmeta(mvmDAT[[1]], mvmDAT[[2]])
## End(Not run)
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