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METAPRED: Stata module producing outlier and influence diagnostics for meta-analysis

Author

Listed:
  • Ariel Linden

    (Linden Consulting Group, LLC)

Programming Language

Stata

Abstract

metapred extends the currently available post-estimation predictions for meta regress to include standardized residuals, studentized residuals, DFITS, Cook's distance, Welsch distance, and covariate ratio. Standardized residuals and studentized residuals produced by metapred correspond to those produced by the R package METAFOR (http://www.metafor-project.org/doku.php). DFITS produced by metapred are identical to those produced by METAFOR when using fixed-effects regression (metapred currently does not implement the adjustment for random-effects models as suggested in Viechtbauer and Cheung [2010]). metapred computes the Cook's distance statistic, covariate ratio and DFBETA according to the formulas used for post estimation following regress (see Methods and formulas). As such, the resulting estimates are consistent with those produced by "predict" following regress, but are not consistent with estimates computed in METAFOR. metapred offers the Welsch distance metric which is not offered in METAFOR. See the Stata Manual entry under regression post-estimation predictions for how to interpret these statistics following regression. The interpretation following meta regression is the same.

Suggested Citation

  • Ariel Linden, 2020. "METAPRED: Stata module producing outlier and influence diagnostics for meta-analysis," Statistical Software Components S458832, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s458832
    Note: This module should be installed from within Stata by typing "ssc install metapred". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/m/metapred.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/m/metapred.sthlp
    File Function: help file
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