-------------------------------------------------------------------------------

       log:  C:\Res\Meta\progs\p1.log

  log type:  text

 opened on:   6 Apr 2002, 13:19:21

 

. *

. * This STATA program produces some standard meta-analysis.

. *

. set more 1

 

. *

. * Read in, manipulate and summarize the data set

. *

. use \res\meta\data\data1

 

. g studyn=_n

 

. label var studyn "Study Number"

 

. g tratio=gamma/segamma

 

. label var tratio "t-statistic for gamma"

 

. g pgamma=ttail(obs,tratio)

 

. label var pgamma "P-value for gamma"

 

. replace pgamma=1.e-20 if pgamma==0.

(3 real changes made)

 

. list author studyn gamma segamma

 

                              author     studyn      gamma    segamma

  1.                            Rose          1       1.21        .14

  2.                      Engel-Rose          2       1.21        .37

  3.                    Frankel-Rose          3       1.36        .18

  4.                Rose-van Wincoop          4        .91        .18

  5.                      Glick-Rose          5        .65        .05

  6.                         Persson          6       .506       .257

  7.                            Rose          7        .74        .05

  8.                         Honohan          8       .921         .4

  9.                          Nitsch          9        .82        .27

 10.                      Pakko-Wall         10      -.378       .529

 11.                      Walsh-Thom         11       .098       .196

 12.                          Melitz         12         .7        .23

 13.      Lopez-Cordova and Meissner         13       .716       .186

 14.                Silvana Tenreyro         14       .471       .316

 15.                     Levy Yeyati         15         .5        .25

 16.                          Nitsch         16        .62        .17

 17.            Flandreau and Maurel         17       1.16        .07

 18.                           Klein         18         .5        .27

 19. Estevadeoral, Frantz and Taylor         19       .293       .145

 

. d

 

Contains data from \res\meta\data\data1.dta

  obs:            19                         

 vars:            22                          26 Feb 2002 08:00

 size:         2,242 (95.0% of memory free)

-------------------------------------------------------------------------------

              storage  display     value

variable name   type   format      label      variable label

-------------------------------------------------------------------------------

author          str31  %31s                   Author

pubn            str20  %20s                   Publication Venue

prefer          float  %9.0g                  Preferred/Best (Verbal) Estimate

gamma           float  %9.0g                  Quantitative Estimate

segamma         float  %9.0g                  Standard Error of gamma

obs             float  %9.0g                  No. Observations

nonts           byte   %9.0g                  1 for c/s or panel (with N>>T)

                                                studies

nocountries     int    %9.0g                  Span of Countries

noyears         byte   %9.0g                  Span of Years

postwar         byte   %9.0g                  1 for post-WW2

roseauth        byte   %9.0g                  1 if Rose is co-author

meanwithin      float  %9.0g                  Mean of within study estimates

sdwithin        float  %9.0g                  S.D. of within study estimates

medwithin       float  %9.0g                  Median of within study estimates

minwithin       float  %9.0g                  Min of within study estimates

maxwithin       float  %9.0g                  Max of within study estimates

countwithin     byte   %9.0g                  Number of within study estimates

trimmax         float  %9.0g                  Trimmed Max of within study

                                                estimates

trimmin         float  %9.0g                  Trimmed Min of within study

                                                estimates

studyn          float  %9.0g                  Study Number

tratio          float  %9.0g                  t-statistic for gamma

pgamma          float  %9.0g                  P-value for gamma

-------------------------------------------------------------------------------

Sorted by: 

     Note:  dataset has changed since last saved

 

. sum

 

    Variable |     Obs        Mean   Std. Dev.       Min        Max

-------------+-----------------------------------------------------

      author |       0

        pubn |       0

      prefer |      19    .9410526   .6867872          0          2

       gamma |      19     .684579   .4177448      -.378       1.36

     segamma |      19    .2241579    .121654        .05       .529

         obs |      19    33448.79   66535.88        190     219558

       nonts |      19    .8421053   .3746343          0          1

 nocountries |      19    132.0526   78.52705         16        217

     noyears |      19    22.42105   15.43559          1         50

     postwar |      19    .8421053   .3746343          0          1

    roseauth |      19    .3157895   .4775669          0          1

  meanwithin |      19    1.010764   .8582899   .1025714   3.902115

    sdwithin |      19    .2412389   .3945224   .0589924   1.831724

   medwithin |      19    .8299211   .5010568       -.01       1.97

   minwithin |      19    .0561579    .847103      -1.53       1.45

   maxwithin |      19    6.221421   18.62448        .69         83

 countwithin |      19    20.15789    20.9079          4         83

     trimmax |      19    1.815211   1.037545        .69       5.44

     trimmin |      19    .2118421    .773086       -1.5       1.45

      studyn |      19          10   5.627314          1         19

      tratio |      19    4.941714   4.927131  -.7145558   16.57143

      pgamma |      19    .0660508   .1827615   1.00e-20   .7625544

 

. *

. * Perform the meta-analysis

. *

. metap pgamma, method(f)

 

Meta-analysis of p-values

 

--------------------------------------------------------------

 Method               |   chi2         p_value      studies

----------------------+---------------------------------------

 Fisher               |   576.56428    1.990e-97    19

--------------------------------------------------------------

 

. metap pgamma, method(ea)

 

Meta-analysis of p_values

 

--------------------------------------------------------------

 Method               |   .            p_value      studies

----------------------+---------------------------------------

 Edgington, additive  |   .            6.150e-16    19

--------------------------------------------------------------

 

. meta gamma segamma

 

Meta-analysis

 

       |  Pooled      95% CI         Asymptotic      No. of

Method |     Est   Lower   Upper  z_value  p_value   studies

-------+----------------------------------------------------

Fixed  |   0.772   0.718   0.825   28.437    0.000     19

Random |   0.730   0.580   0.881    9.493    0.000

 

Test for heterogeneity: Q= 92.334 on 18 degrees of freedom (p= 0.000)

Moment-based estimate of between studies variance =  0.069

 

. metainf gamma segamma, id(studyn) print

 

 

------------------------------------------------------------------------------

 Study ommited     |   Coef.          [95%  Conf.  Interval]

-------------------+----------------------------------------------------------

 1                 |   .75439388      .70019108    .80859673

 2                 |   .76913375      .71581489    .8224526

 3                 |   .75782365      .70403385    .8116135

 4                 |   .76828462      .71449482    .82207447

 5                 |   .82220739      .75890207    .88551271

 6                 |   .77449644      .72102231    .8279705

 7                 |   .78465074      .72134542    .84795606

 8                 |   .77081323      .71751523    .82411128

 9                 |   .7710095       .71756369    .82445532

 10                |   .77453578      .72129035    .82778114

 11                |   .78466111      .73096889    .83835328

 12                |   .77251315      .71896398    .82606232

 13                |   .7727108       .71896058    .82646096

 14                |   .77373576      .72036338    .82710814

 15                |   .77473986      .72124863    .8282311

 16                |   .77546382      .72159809    .82932949

 17                |   .70282781      .64514363    .76051193

 18                |   .77427357      .72082776    .82771933

 19                |   .7888642       .73473293    .84299552

-------------------+----------------------------------------------------------

 Combined          |   .77150418      .71832888    .82467948

------------------------------------------------------------------------------

 

. metareg gamma obs, wsse(segamma)

Iteration 1: tau^2 = 0

Iteration 2: tau^2 = .01409318

Iteration 3: tau^2 = .07512375

Iteration 4: tau^2 = .09770425

 

Meta-analysis regression                               No of studies =   19

                                                       tau^2 method      reml

                                                       tau^2 estimate =  .0978

 

Successive values of tau^2 differ by less than 10^-4 :convergence achieved

------------------------------------------------------------------------------

             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]

-------------+----------------------------------------------------------------

         obs |   4.48e-08   1.16e-06     0.04   0.969    -2.22e-06    2.31e-06

       _cons |   .7222008   .1004021     7.19   0.000     .5254162    .9189853

------------------------------------------------------------------------------

 

. metareg gamma segamma, wsse(segamma)

Iteration 1: tau^2 = 0

Iteration 2: tau^2 = .03010489

Iteration 3: tau^2 = .08777508

Iteration 4: tau^2 = .09033508

 

Meta-analysis regression                               No of studies =   19

                                                       tau^2 method      reml

                                                       tau^2 estimate =  .0903

 

Successive values of tau^2 differ by less than 10^-4 :convergence achieved

------------------------------------------------------------------------------

             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]

-------------+----------------------------------------------------------------

     segamma |  -.9933213    .823494    -1.21   0.228     -2.60734    .6206972

       _cons |   .9130875   .1771052     5.16   0.000     .5659677    1.260207

------------------------------------------------------------------------------

 

. metareg gamma roseauth, wsse(segamma)

Iteration 1: tau^2 = 0

Iteration 2: tau^2 = .02397665

Iteration 3: tau^2 = .09391623

Iteration 4: tau^2 = .07073589

Iteration 5: tau^2 = .0759793

Iteration 6: tau^2 = .0746044

Iteration 7: tau^2 = .07495284

 

Meta-analysis regression                               No of studies =   19

                                                       tau^2 method      reml

                                                       tau^2 estimate =  .0749

 

Successive values of tau^2 differ by less than 10^-4 :convergence achieved

------------------------------------------------------------------------------

             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]

-------------+----------------------------------------------------------------

    roseauth |   .3770075   .1637407     2.30   0.021     .0560817    .6979334

       _cons |   .5869939   .1004502     5.84   0.000     .3901151    .7838727

------------------------------------------------------------------------------

 

. metareg gamma nonts, wsse(segamma)

Iteration 1: tau^2 = 0

Iteration 2: tau^2 = .01140247

Iteration 3: tau^2 = .05984409

Iteration 4: tau^2 = .08546313

Iteration 5: tau^2 = .08589089

 

Meta-analysis regression                               No of studies =   19

                                                       tau^2 method      reml

                                                       tau^2 estimate =  .0859

 

Successive values of tau^2 differ by less than 10^-4 :convergence achieved

------------------------------------------------------------------------------

             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]

-------------+----------------------------------------------------------------

       nonts |   .2387602   .2034955     1.17   0.241    -.1600836    .6376041

       _cons |   .5384158   .1805667     2.98   0.003     .1845115    .8923201

------------------------------------------------------------------------------

 

. metareg gamma nocountries, wsse(segamma)

Iteration 1: tau^2 = 0

Iteration 2: tau^2 = .01458143

Iteration 3: tau^2 = .08299151

Iteration 4: tau^2 = .09447728

Iteration 5: tau^2 = .09421696

 

Meta-analysis regression                               No of studies =   19

                                                       tau^2 method      reml

                                                       tau^2 estimate =  .0942

 

Successive values of tau^2 differ by less than 10^-4 :convergence achieved

------------------------------------------------------------------------------

             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]

-------------+----------------------------------------------------------------

 nocountries |   .0006362   .0010878     0.58   0.559    -.0014958    .0027682

       _cons |   .6421511   .1654251     3.88   0.000     .3179239    .9663784

------------------------------------------------------------------------------

 

. metareg gamma noyears, wsse(segamma)

Iteration 1: tau^2 = 0

Iteration 2: tau^2 = .02269689

Iteration 3: tau^2 = .08865432

Iteration 4: tau^2 = .0978047

 

Meta-analysis regression                               No of studies =   19

                                                       tau^2 method      reml

                                                       tau^2 estimate =  .0977

 

Successive values of tau^2 differ by less than 10^-4 :convergence achieved

------------------------------------------------------------------------------

             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]

-------------+----------------------------------------------------------------

     noyears |  -.0021466   .0056191    -0.38   0.702    -.0131599    .0088667

       _cons |   .7778385   .1654519     4.70   0.000     .4535587    1.102118

------------------------------------------------------------------------------

 

. metareg gamma postwar, wsse(segamma)

Iteration 1: tau^2 = 0

Iteration 2: tau^2 = .01098566

Iteration 3: tau^2 = .06575411

Iteration 4: tau^2 = .09711704

Iteration 5: tau^2 = .09749058

 

Meta-analysis regression                               No of studies =   19

                                                       tau^2 method      reml

                                                       tau^2 estimate =  .0975

 

Successive values of tau^2 differ by less than 10^-4 :convergence achieved

------------------------------------------------------------------------------

             |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]

-------------+----------------------------------------------------------------

     postwar |  -.0268468   .2196513    -0.12   0.903    -.4573554    .4036619

       _cons |   .7457645   .1969708     3.79   0.000     .3597089     1.13182

------------------------------------------------------------------------------

 

. *

. * Ditto but drop my observations

. *

. drop if roseauth==1

(6 observations deleted)

 

. sum

 

    Variable |     Obs        Mean   Std. Dev.       Min        Max

-------------+-----------------------------------------------------

      author |       0

        pubn |       0

      prefer |      13    .7146154   .5992581          0          2

       gamma |      13    .5328462   .3849768      -.378       1.16

     segamma |      13        .253   .1164281        .07       .529

         obs |      13    9024.077   11323.33        190      31010

       nonts |      13    .9230769   .2773501          0          1

 nocountries |      13    107.6923   82.72886         16        205

     noyears |      13    20.76923   13.24861          1         42

     postwar |      13    .7692308    .438529          0          1

    roseauth |      13           0          0          0          0

  meanwithin |      13    .7440238   .5284827   .1025714   1.923333

    sdwithin |      13    .1662512   .0984865   .0589924   .4654206

   medwithin |      13       .6945   .5040675       -.01       1.97

   minwithin |      13   -.1786923   .8489415      -1.53       1.45

   maxwithin |      13    1.952077   1.312218        .69       5.73

 countwithin |      13    19.15385   22.51609          4         83

     trimmax |      13    1.819154   1.236521        .69       5.44

     trimmin |      13       -.045     .77003       -1.5       1.45

      studyn |      13    12.92308   4.030334          6         19

      tratio |      13    3.197564   4.202909  -.7145558   16.57143

      pgamma |      13    .0964941   .2166176   1.00e-20   .7625544

 

. metap pgamma, method(f)

 

Meta-analysis of p-values

 

--------------------------------------------------------------

 Method               |   chi2         p_value      studies

----------------------+---------------------------------------

 Fisher               |   202.92169    2.429e-29    13

--------------------------------------------------------------

 

. metap pgamma, method(ea)

 

Meta-analysis of p_values

 

--------------------------------------------------------------

 Method               |   .            p_value      studies

----------------------+---------------------------------------

 Edgington, additive  |   .            3.058e-09    13

--------------------------------------------------------------

 

. meta gamma segamma

 

Meta-analysis

 

       |  Pooled      95% CI         Asymptotic      No. of

Method |     Est   Lower   Upper  z_value  p_value   studies

-------+----------------------------------------------------

Fixed  |   0.802   0.708   0.895   16.785    0.000     13

Random |   0.571   0.318   0.825    4.416    0.000

 

Test for heterogeneity: Q= 63.139 on 12 degrees of freedom (p= 0.000)

Moment-based estimate of between studies variance =  0.155

 

. *

. * Clean up and Close down

. *

. drop _all

 

. log close

       log:  C:\Res\Meta\progs\p1.log

  log type:  text

 closed on:   6 Apr 2002, 13:19:25

-------------------------------------------------------------------------------