NotesFAQContact Us
Collection
Advanced
Search Tips
Back to results
Peer reviewed Peer reviewed
Direct linkDirect link
ERIC Number: EJ1109104
Record Type: Journal
Publication Date: 2015-Dec
Pages: 23
Abstractor: As Provided
ISBN: N/A
ISSN: ISSN-1759-2879
Meta-Analysis in Stata Using Gllamm
Bagos, Pantelis G.
Research Synthesis Methods, v6 n4 p310-332 Dec 2015
There are several user-written programs for performing meta-analysis in Stata (Stata Statistical Software: College Station, TX: Stata Corp LP). These include metan, metareg, mvmeta, and glst. However, there are several cases for which these programs do not suffice. For instance, there is no software for performing univariate meta-analysis with correlated estimates, for multilevel or hierarchical meta-analysis, or for meta-analysis of longitudinal data. In this work, we show with practical applications that many disparate models, including but not limited to the ones mentioned earlier, can be fitted using gllamm. The software is very versatile and can handle a wide variety of models with applications in a wide range of disciplines. The method presented here takes advantage of these modeling capabilities and makes use of appropriate transformations, based on the Cholesky decomposition of the inverse of the covariance matrix, known as generalized least squares, in order to handle correlated data. The models described earlier can be thought of as special instances of a general linear mixed-model formulation, but to the author's knowledge, a general exposition in order to incorporate all the available models for meta-analysis as special cases and the instructions to fit them in Stata has not been presented so far. Source code is available at http:www.compgen.org/tools/gllamm.
Wiley-Blackwell. 350 Main Street, Malden, MA 02148. Tel: 800-835-6770; Tel: 781-388-8598; Fax: 781-388-8232; e-mail: cs-journals@wiley.com; Web site: http://www.wiley.com/WileyCDA
Publication Type: Journal Articles; Reports - Descriptive
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A