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Multilevel Analysis Techniques and Applications by Joop Hox Chapter 8: The Multilevel Approach to Meta-Analysis | SAS Textbook Examples


The code for this chapter was provided by
Professor Hoffman from the Department of Psychology of the University of
Nebraska-Lincoln. We thank Professor Hoffman for her contribution to this
chapter.


Page 148, table 8.3 using the data set https://stats.idre.ucla.edu/wp-content/uploads/2016/02/meta20.sas7bdat. SAS
proc mixed is used in all the analyses. The use of the statement parms with
the "hold =" option allows us to perform variance-known analysis.

Model 2: multilevel intercept-only

data practice; 
   set ats.meta20; 
   if study=16 and G=.955 THEN study=17; 
run;
* creating dataset of residual variances to hold constant;
* covariance parameters start values need to start at 2 instead of 1;
data resvar; set practice;
	covp = study+1; 
	keep covp varofd; run;
* transposing to multivariate;
proc transpose data=resvar out=resvar;
  id covp; 
  idlabel covp; 
  var varofd; 
run;
* renaming transposed variables to use in PARMS statement;
* adding in start value for intercept variance as covp1;
data resvar; retain covp1; 
	set resvar; drop _name_;
	array old(20) _2-_21;
	array new(20) covp2-covp21;
	do i=1 to 20; new[i]=old[i]; end; 
	drop _2--_21 i; 
	covp1=.14; 
run;

proc mixed data=practice  method=reml;
	class study;			        * study is categorical variable;
	model d =  / solution ddfm=bw;		* empty model for effect size;
	random intercept / subject=study;	* allowing heterogeneity in d;		
	repeated / group=study type=vc;		* separate residual variance per study;
	parms / parmsdata=resvar hold=2 to 21;  * hold residual variances at known values;
run;
       Covariance Parameter Estimates

Cov Parm      Subject    Group       Estimate

Intercept     STUDY                    0.1446
Residual                 STUDY 1      0.08600
Residual                 STUDY 2       0.1060
   ...                     ...
Residual                 STUDY 20      0.1410

           Fit Statistics

-2 Res Log Likelihood            30.4
AIC (smaller is better)          32.4
AICC (smaller is better)         32.7
BIC (smaller is better)          33.4

  PARMS Model Likelihood Ratio Test

    DF    Chi-Square      Pr > ChiSq

     1          0.00          0.9533

                   Solution for Fixed Effects

                         Standard
Effect       Estimate       Error      DF    t Value    Pr > |t|

Intercept      0.5801      0.1080      19       5.37      <.0001

Model 2: multilevel regression

proc mixed data=practice  method=reml;
	class study;					* study is categorical variable;
	model d = weeks / solution cl ddfm=bw;		
	random intercept / subject=study;		* allowing heterogeneity in d;		
	repeated / group=study;				* separate residual variance per study;
	parms / parmsdata=resvar hold=2 to 21;  	* hold residual variances at known values;
run;	
       Covariance Parameter Estimates

Cov Parm      Subject    Group       Estimate

Intercept     STUDY                   0.03658
Residual                 STUDY 1      0.08600
Residual                 STUDY 2       0.1060
   ...                     ...
Residual                 STUDY 20      0.1410

           Fit Statistics

-2 Res Log Likelihood            22.2
AIC (smaller is better)          24.2
AICC (smaller is better)         24.5
BIC (smaller is better)          25.2

  PARMS Model Likelihood Ratio Test

    DF    Chi-Square      Pr > ChiSq

     1          2.60          0.1071

                                    Solution for Fixed Effects

                         Standard
Effect       Estimate       Error      DF    t Value    Pr > |t|     Alpha       Lower       Upper

Intercept     -0.2169      0.2043      18      -1.06      0.3023      0.05     -0.6462      0.2123
WEEKS          0.1399     0.03378      18       4.14      0.0006      0.05     0.06895      0.2109

Page 151, table 8.4: Random-effects model and multilevel meta-analyses on example
data

Model 1: Intercept-only (see previous example)

Model 2: Intercept + Ntot

proc mixed data=practice method=reml;
  class study;
  model d = ntot / solution  ddfm=bw;	
  random intercept / subject=study;
  repeated / group=study;
  parms / parmsdata=resvar hold=2 to 21; 
run;
Cov Parm      Subject    Group       Estimate

Intercept     STUDY                    0.1592
Residual                 STUDY 1      0.08600
Residual                 STUDY 2       0.1060
   ...                       ...
Residual                 STUDY 20      0.1410

           Fit Statistics

-2 Res Log Likelihood            38.0
AIC (smaller is better)          40.0
AICC (smaller is better)         40.2
BIC (smaller is better)          41.0

  PARMS Model Likelihood Ratio Test

    DF    Chi-Square      Pr > ChiSq

     1          0.05          0.8157

                   Solution for Fixed Effects

                         Standard
Effect       Estimate       Error      DF    t Value    Pr > |t|

Intercept      0.4430      0.5125      18       0.86      0.3988
NTOT         0.002489    0.009005      18       0.28      0.7854

Model 3:  intercept + reliability

proc mixed data=practice method=reml;
  class study;
  model d = rii / solution ddfm=bw;  
  random intercept / subject=study;
  repeated / group=study;
  parms / parmsdata=resvar hold=2 to 21; 
run;
       Covariance Parameter Estimates

Cov Parm      Subject    Group       Estimate

Intercept     STUDY                    0.1565
Residual                 STUDY 1      0.08600
Residual                 STUDY 2       0.1060
  ...                      ...
Residual                 STUDY 20      0.1410

           Fit Statistics

-2 Res Log Likelihood            27.7
AIC (smaller is better)          29.7
AICC (smaller is better)         30.0
BIC (smaller is better)          30.7

  PARMS Model Likelihood Ratio Test

    DF    Chi-Square      Pr > ChiSq

     1          0.04          0.8419

                                    Solution for Fixed Effects

                         Standard
Effect       Estimate       Error      DF    t Value    Pr > |t|     Alpha       Lower       Upper

Intercept      0.1602      1.2273      18       0.13      0.8976      0.05     -2.4182      2.7386
RII            0.5087      1.4773      18       0.34      0.7346      0.05     -2.5950      3.6124

Model 4:  intercept + duration

proc mixed data=practice method=reml;
  class study;
  model d = weeks / solution ddfm=bw; 
  random intercept / subject=study;
  repeated / group=study;
  parms / parmsdata=resvar hold=2 to 21;
run;
       Covariance Parameter Estimates

Cov Parm      Subject    Group       Estimate

Intercept     STUDY                   0.03658
Residual                 STUDY 1      0.08600
Residual                 STUDY 2       0.1060
   ...                     ...
Residual                 STUDY 20      0.1410

           Fit Statistics

-2 Res Log Likelihood            22.2
AIC (smaller is better)          24.2
AICC (smaller is better)         24.5
BIC (smaller is better)          25.2

  PARMS Model Likelihood Ratio Test

    DF    Chi-Square      Pr > ChiSq

     1          2.60          0.1071

                   Solution for Fixed Effects

                         Standard
Effect       Estimate       Error      DF    t Value    Pr > |t|

Intercept     -0.2169      0.2043      18      -1.06      0.3023
WEEKS          0.1399     0.03378      18       4.14      0.0006

Model 5:  intercept + all

proc mixed data=practice method=reml;
  class study;
  model d = ntot rii weeks / solution ddfm=bw; 
  random intercept / subject=study;
  repeated / group=study;
  parms / parmsdata=resvar hold=2 to 21; 
run;
       Covariance Parameter Estimates

Cov Parm      Subject    Group       Estimate

Intercept     STUDY                   0.04934
Residual                 STUDY 1      0.08600
Residual                 STUDY 2       0.1060
  ...                      ...
Residual                 STUDY 20      0.1410

           Fit Statistics

-2 Res Log Likelihood            27.6
AIC (smaller is better)          29.6
AICC (smaller is better)         29.9
BIC (smaller is better)          30.6

  PARMS Model Likelihood Ratio Test

    DF    Chi-Square      Pr > ChiSq

     1          1.67          0.1965

                   Solution for Fixed Effects

                         Standard
Effect       Estimate       Error      DF    t Value    Pr > |t|

Intercept      0.3843      0.9234      16       0.42      0.6828
NTOT         -0.00357    0.007035      16      -0.51      0.6187
RII           -0.5510      1.2010      16      -0.46      0.6526
WEEKS          0.1506     0.03755      16       4.01      0.0010