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Wilson Στατισικη Ομοιογενεια
Wilson Στατισικη Ομοιογενεια
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Overview
Practical Meta-Analysis -- Lipsey & Wilson
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Overview
Practical Meta-Analysis -- Lipsey & Wilson
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• Imposes a discipline on the process of summing up research • Requires a good deal of effort
findings • Mechanical aspects don’t lend themselves to capturing more
• Represents findings in a more differentiated and sophisticated qualitative distinctions between studies
manner than conventional reviews • “Apples and oranges”; comparability of studies is often in the
• Capable of finding relationships across studies that are “eye of the beholder”
obscured in other approaches • Most meta-analyses include “blemished” studies
• Protects against over-interpreting differences across studies • Selection bias posses continual threat
• Can handle a large numbers of studies (this would overwhelm – negative and null finding studies that you were unable to
traditional approaches to review) find
– outcomes for which there were negative or null findings that
were not reported
• Analysis of between study differences is fundamentally
correlational
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Overview
Practical Meta-Analysis -- Lipsey & Wilson
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Effect Size Overheads
Practical Meta-Analysis -- Lipsey & Wilson
X G1 X G 2 s12 n1 1 s 22 n 2 1
ES s pooled ES r
s pooled n1 n2 2
• Represents a standardized group contrast on an • Represents the strength of association between two
inherently continuous measure. inherently continuous measures.
• Uses the pooled standard deviation (some situations use • Generally reported directly as “r” (the Pearson product
control group standard deviation). moment coefficient).
• Commonly called “d” or occasionally “g”.
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Effect Size Overheads
Practical Meta-Analysis -- Lipsey & Wilson
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F ( n1 n2 )
ES two-group one-way ANOVA
n1n2
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Effect Size Overheads
Practical Meta-Analysis -- Lipsey & Wilson
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MS between
s pooled one-way ANOVA >2 groups
s pooled se n 1 standard error of the mean F
( X j n j )2
X 2j n j
nj
MSbetween
k 1
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Effect Size Overheads
Practical Meta-Analysis -- Lipsey & Wilson
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Effect Size Overheads
Practical Meta-Analysis -- Lipsey & Wilson
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ES 2 2
chi-square must be based on
N a 2 by 2 contingency table
(i.e., have only 1 df)
2r
ES phi coefficient
1 r2
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Effect Size Overheads
Practical Meta-Analysis -- Lipsey & Wilson
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Effect Size Overheads
Practical Meta-Analysis -- Lipsey & Wilson
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• Correlation has a problematic standard error formula. • Analyses performed on the Fisher’s Zr transformed
• Recall that the standard error is needed for the inverse correlations.
variance weight.
1 r
• Solution: Fisher’s Zr transformation. ES Zr .5 ln
1 r
• Finally results can be converted back into “r” with the
inverse Zr transformation (see Chapter 3). • Finally results can be converted back into “r” with the
inverse Zr transformation.
e2 ES Zr 1
r
e 2 ES Zr 1
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Analysis Overheads
Practical Meta-Analysis -- Lipsey & Wilson
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Analysis Overheads
Practical Meta-Analysis -- Lipsey & Wilson
• Must be dealing with an independent set of effect sizes • Studies generally vary in size.
before proceeding with the analysis. • An ES based on 100 subjects is assumed to be a more
– One ES per study OR “precise” estimate of the population ES than is an ES
– One ES per subsample within a study based on 10 subjects.
• Therefore, larger studies should carry more “weight” in our
analyses than smaller studies.
• Simple approach: weight each ES by its sample size.
• Better approach: weight by the inverse variance.
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• The standard error (SE) is a direct index of ES precision. • Standardized Mean Difference:
• SE is used to create confidence intervals.
n1 n2 ES sm 1
• The smaller the SE, the more precise the ES. se w
n1n2 2( n1 n2 ) se2
• Hedges’ showed that the optimal weights for meta-
analysis are:
• Zr transformed Correlation Coefficient:
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w se w n 3
SE 2 n 3
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Analysis Overheads
Practical Meta-Analysis -- Lipsey & Wilson
• Logged Odds-Ratio: • We have an independent set of effect sizes (ES) that have
been transformed and/or adjusted, if needed.
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se w • For each effect size we have an inverse variance weight
a b c d se2 (w).
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The Weighted Mean Effect Size The Weighted Mean Effect Size
Study ES w • Start with the effect size Study ES w w*ES • Start with the effect size
1 -0.33 11.91 1 -0.33 11.91 -3.93
2 0.32 28.57
(ES) and inverse variance 2 0.32 28.57
(ES) and inverse variance
3 0.39 58.82 weight (w) for 10 studies. 3 0.39 58.82 weight (w) for 10 studies.
4 0.31 29.41 4 0.31 29.41
5 0.17 13.89 5 0.17 13.89 • Next, multiply w by ES.
6 0.64 8.55 6 0.64 8.55
7 -0.33 9.80 7 -0.33 9.80
8 0.15 10.75 ( w ES ) 8 0.15 10.75
9 -0.02 83.33
ES 9 -0.02 83.33
w
10 0.00 14.93 10 0.00 14.93
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Analysis Overheads
Practical Meta-Analysis -- Lipsey & Wilson
The Weighted Mean Effect Size The Weighted Mean Effect Size
Study ES w w*ES • Start with the effect size Study ES w w*ES • Start with the effect size (ES)
1 -0.33 11.91 -3.93 1 -0.33 11.91 -3.93
2 0.32 28.57 9.14
(ES) and inverse variance 2 0.32 28.57 9.14
and inverse variance weight
3 0.39 58.82 22.94 weight (w) for 10 studies. 3 0.39 58.82 22.94 (w) for 10 studies.
4 0.31 29.41 9.12 4 0.31 29.41 9.12
5 0.17 13.89 2.36 • Next, multiply w by ES. 5 0.17 13.89 2.36 • Next, multiply w by ES.
6 0.64 8.55 5.47 6 0.64 8.55 5.47
7 -0.33 9.80 -3.24 • Repeat for all effect sizes. 7 -0.33 9.80 -3.24 • Repeat for all effect sizes.
8 0.15 10.75 1.61 8 0.15 10.75 1.61
9 -0.02 83.33 -1.67 9 -0.02 83.33 -1.67
• Sum the columns, w and ES.
10 0.00 14.93 0.00 10 0.00 14.93 0.00 • Divide the sum of (w*ES) by
269.96 41.82
the sum of (w).
( w ES ) 41 .82
ES 0 .15
w 269 .96
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Analysis Overheads
Practical Meta-Analysis -- Lipsey & Wilson
Homogeneity Analysis
Q - The Homogeneity Statistic
• Homogeneity analysis tests whether the assumption that
all of the effect sizes are estimating the same population Study ES w w*ES w*ES^2 • Calculate a new variable
mean is a reasonable assumption. 1 -0.33 11.91 -3.93 1.30
that is the ES squared
2 0.32 28.57 9.14 2.93
• If homogeneity is rejected, the distribution of effect sizes is 3 0.39 58.82 22.94 8.95 multiplied by the weight.
4 0.31 29.41 9.12 2.83
assumed to be heterogeneous. 5 0.17 13.89 2.36 0.40 • Sum new variable.
– Single mean ES not a good descriptor of the distribution 6 0.64 8.55 5.47 3.50
7 -0.33 9.80 -3.24 1.07
– There are real between study differences, that is, studies estimate 8 0.15 10.75 1.61 0.24
different population mean effect sizes. 9 -0.02 83.33 -1.67 0.03
– Two options: 10 0.00 14.93 0.00 0.00
269.96 41.82 21.24
• model between study differences
• fit a random effects model
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Calculating Q Interpreting Q
We now have 3 sums: • Q is distributed as a Chi-Square
w 269.96 • df = number of ESs - 1
( w ES ) 41.82 • Running example has 10 ESs, therefore, df = 9
( w ES 2 ) 21.24 • Critical Value for a Chi-Square with df = 9 and p = .05 is:
16.92
Q is can be calculated using these 3 sums: • Since our Calculated Q (14.76) is less than 16.92, we fail
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to reject the null hypothesis of homogeneity.
w ES 41 .82 2
Q ( w ES 2 ) 21 . 24 21 .24 6 .48 14 .76 • Thus, the variability across effect sizes does not exceed
w 269 . 96
what would be expected based on sampling error.
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Analysis Overheads
Practical Meta-Analysis -- Lipsey & Wilson
• Analyze excess between study (ES) variability Study Grp ES w w*ES w*ES^2 • Calculate the 3 sums
1 1 -0.33 11.91 -3.93 1.30
– categorical variables with the analog to the one-way ANOVA 2 1 0.32 28.57 9.14 2.93
for each subgroup of
– continuous variables and/or multiple variables with weighted 3 1 0.39 58.82 22.94 8.95 effect sizes.
multiple regression 4 1 0.31 29.41 9.12 2.83
5 1 0.17 13.89 2.36 0.40
6 1 0.64 8.55 5.47 3.50
151.15 45.10 19.90
• Assume variability is random and fit a random effects
model. 7 2 -0.33 9.80 -3.24 1.07
8 2 0.15 10.75 1.61 0.24
9 2 -0.02 83.33 -1.67 0.03
10 2 0.00 14.93 0.00 0.00
118.82 -3.29 1.34
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Analysis Overheads
Practical Meta-Analysis -- Lipsey & Wilson
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• F-tests, t-tests, and associated probabilities are incorrect Interpretation is the same as will ordinal multiple regression analysis.
– can use Wilson/Lipsey SPSS macros which give correct
parameters and probability values If residual Q is significant, fit a mixed effects model.
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Analysis Overheads
Practical Meta-Analysis -- Lipsey & Wilson
Review of Weighted
Random Effects Models
Multiple Regression Analysis
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• Fixed effects model assumes that all of the variability • Fixed effects model weights each study by the inverse of
between effect sizes is due to sampling error. the sampling variance.
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• Random effects model assumes that the variability wi
between effect sizes is due to sampling error plus sei2
variability in the population of effects (unique differences • Random effects model weights each study by the inverse
in the set of true population effect sizes).
of the sampling variance plus a constant that represents
the variability across the population effects.
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wi
sei2 vˆ
This is the random effects variance
component.
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Analysis Overheads
Practical Meta-Analysis -- Lipsey & Wilson
• The random effects variance component is based on Q. Study ES w w*ES w*ES^2 w^2 • Calculate a new
1 -0.33 11.91 -3.93 1.30 141.73
• The formula is: 2 0.32 28.57 9.14 2.93 816.30
variable that is the
3 0.39 58.82 22.94 8.95 3460.26 w squared.
4 0.31 29.41 9.12 2.83 865.07
5 0.17 13.89 2.36 0.40 192.90 • Sum new variable.
QT (k 1) 6 0.64 8.55 5.47 3.50 73.05
vˆ 7 -0.33 9.80 -3.24 1.07 96.12
w2 8 0.15 10.75 1.61 0.24 115.63
w 9 -0.02 83.33 -1.67 0.03 6944.39
w 10 0.00 14.93 0.00 0.00 222.76
269.96 41.82 21.24 12928.21
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• The total Q for this data was 14.76 • Add the random effects variance component to the
• k is the number of effect sizes (10) variance associated with each ES.
• The sum of w = 269.96 1
• Calculate a new weight. wi
• The sum of w2 = 12,928.21 sei2 vˆ
• Rerun analysis.
QT ( k 1) 14 .76 (10 1) 5 .76 • Congratulations! You have just performed a very complex
vˆ 0 .026
w2 12 ,928 . 21 269 . 96 47 . 89 statistical analysis.
w 269 . 96
w 269 .96
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Analysis Overheads
Practical Meta-Analysis -- Lipsey & Wilson
• Denominator gets a little more complex and relies on ------- Regression Coefficients -------
B SE -95% CI +95% CI Z P Beta
matrix algebra. However, the logic is the same. Constant -.7782 .0925 -.9595 -.5970 -8.4170 .0000 .0000
RANDOM .0786 .0215 .0364 .1207 3.6548 .0003 .1696
• SPSS macros perform the calculation for you. TXVAR1 .5065 .0753 .3590 .6541 6.7285 .0000 .2933
TXVAR2 .1641 .0231 .1188 .2094 7.1036 .0000 .3298
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Analysis Overheads
Practical Meta-Analysis -- Lipsey & Wilson
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Interpretation Overheads
Practical Meta-Analysis -- Lipsey & Wilson
• Relative comparisons of effect sizes across studies are • Meta-analysis is a replicable and defensible method of
inherently correlational! synthesizing findings across studies
• Important study features are often confounding, obscuring the • Meta-analysis often points out gaps in the research literature,
interpretive meaning of observed differences providing a solid foundation for the next generation of research
• If the confounding is not severe and you have a sufficient on that topic
number of studies, you can model “out” the influence of method • Meta-analysis illustrates the importance of replication
features to clarify substantive differences • Meta-analysis facilitates generalization of the knowledge gain
through individual evaluations
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Interpretation Overheads