Robust confidence intervals for meta-regression with interaction effects
Author
Abstract
Suggested Citation
DOI: 10.1007/s00180-024-01530-0
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Cribari-Neto, Francisco, 2004. "Asymptotic inference under heteroskedasticity of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 45(2), pages 215-233, March.
- Zimmermann, Georg & Pauly, Markus & Bathke, Arne C., 2020. "Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses," Journal of Multivariate Analysis, Elsevier, vol. 177(C).
- Daniel J. Benjamin & James O. Berger & Magnus Johannesson & Brian A. Nosek & E.-J. Wagenmakers & Richard Berk & Kenneth A. Bollen & Björn Brembs & Lawrence Brown & Colin Camerer & David Cesarini & Chr, 2018.
"Redefine statistical significance,"
Nature Human Behaviour, Nature, vol. 2(1), pages 6-10, January.
- Daniel Benjamin & James Berger & Magnus Johannesson & Brian Nosek & E. Wagenmakers & Richard Berk & Kenneth Bollen & Bjorn Brembs & Lawrence Brown & Colin Camerer & David Cesarini & Christopher Chambe, 2017. "Redefine Statistical Significance," Artefactual Field Experiments 00612, The Field Experiments Website.
- MacKinnon, James G. & White, Halbert, 1985.
"Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties,"
Journal of Econometrics, Elsevier, vol. 29(3), pages 305-325, September.
- James G. MacKinnon & Halbert White, 1983. "Some Heteroskedasticity Consistent Covariance Matrix Estimators with Improved Finite Sample Properties," Working Paper 537, Economics Department, Queen's University.
- Elizabeth Tipton & James E. Pustejovsky, 2015. "Small-Sample Adjustments for Tests of Moderators and Model Fit Using Robust Variance Estimation in Meta-Regression," Journal of Educational and Behavioral Statistics, , vol. 40(6), pages 604-634, December.
- Ian R. White, 2015. "Network meta-analysis," Stata Journal, StataCorp LLC, vol. 15(4), pages 951-985, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Welz, Thilo & Viechtbauer, Wolfgang & Pauly, Markus, 2023. "Cluster-robust estimators for multivariate mixed-effects meta-regression," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).
- Donald W. K. Andrews & Patrik Guggenberger, 2014.
"A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter,"
The Review of Economics and Statistics, MIT Press, vol. 96(2), pages 376-381, May.
- Donald W.K. Andrews & Patrik Guggenberger, 2011. "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," Cowles Foundation Discussion Papers 1812R, Cowles Foundation for Research in Economics, Yale University, revised Dec 2012.
- Donald W.K. Andrews & Patrik Guggenberger, 2011. "A Conditional-Heteroskedasticity-Robust Confidence Interval for the Autoregressive Parameter," Cowles Foundation Discussion Papers 1812, Cowles Foundation for Research in Economics, Yale University.
- Katarzyna Jabłońska, 2018. "Dealing With Heteroskedasticity Within The Modeling Of The Quality Of Life Of Older People," Statistics in Transition New Series, Polish Statistical Association, vol. 19(3), pages 423-452, September.
- Cheng, Tsung-Chi, 2012. "On simultaneously identifying outliers and heteroscedasticity without specific form," Computational Statistics & Data Analysis, Elsevier, vol. 56(7), pages 2258-2272.
- Jeffrey D. Michler & Anna Josephson, 2022.
"Recent developments in inference: practicalities for applied economics,"
Chapters, in: A Modern Guide to Food Economics, chapter 11, pages 235-268,
Edward Elgar Publishing.
- Jeffrey D. Michler & Anna Josephson, 2021. "Recent Developments in Inference: Practicalities for Applied Economics," Papers 2107.09736, arXiv.org.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2021.
"Valid Heteroskedasticity Robust Testing,"
MPRA Paper
107420, University Library of Munich, Germany.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2021. "Valid Heteroskedasticity Robust Testing," MPRA Paper 117855, University Library of Munich, Germany, revised Jul 2023.
- Benedikt M. Potscher & David Preinerstorfer, 2021. "Valid Heteroskedasticity Robust Testing," Papers 2104.12597, arXiv.org, revised Jul 2023.
- Benedikt M. Potscher & David Preinerstorfer, 2024. "A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics," Papers 2412.17470, arXiv.org.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2023.
"How Reliable Are Bootstrap-Based Heteroskedasticity Robust Tests?,"
Econometric Theory, Cambridge University Press, vol. 39(4), pages 789-847, August.
- Benedikt M. Potscher & David Preinerstorfer, 2020. "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," Papers 2005.04089, arXiv.org, revised Nov 2021.
- Pötscher, Benedikt M. & Preinerstorfer, David, 2020. "How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?," MPRA Paper 100234, University Library of Munich, Germany.
- Francisco Cribari-Neto & Maria da Gloria Lima, 2010. "Approximate inference in heteroskedastic regressions: A numerical evaluation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(4), pages 591-615.
- Hartigan, Luke, 2018.
"Alternative HAC covariance matrix estimators with improved finite sample properties,"
Computational Statistics & Data Analysis, Elsevier, vol. 119(C), pages 55-73.
- Luke Hartigan, 2016. "Alternative HAC Covariance Matrix Estimators with Improved Finite Sample Properties," Discussion Papers 2016-06, School of Economics, The University of New South Wales.
- Hausman, Jerry & Palmer, Christopher, 2012.
"Heteroskedasticity-robust inference in finite samples,"
Economics Letters, Elsevier, vol. 116(2), pages 232-235.
- Jerry A. Hausman & Christopher J. Palmer, 2011. "Heteroskedasticity-Robust Inference in Finite Samples," NBER Working Papers 17698, National Bureau of Economic Research, Inc.
- Croissant, Yves & Millo, Giovanni, 2008.
"Panel Data Econometrics in R: The plm Package,"
Journal of Statistical Software, Foundation for Open Access Statistics, vol. 27(i02).
- Yves Croissant & Giovanni Millo, 2008. "Panel Data Econometrics in R : The plm Package," Post-Print hal-01245304, HAL.
- Cyrus J. DiCiccio & Joseph P. Romano & Michael Wolf, 2016. "Improving weighted least squares inference," ECON - Working Papers 232, Department of Economics - University of Zurich, revised Nov 2017.
- James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
- Romano, Joseph P. & Wolf, Michael, 2017.
"Resurrecting weighted least squares,"
Journal of Econometrics, Elsevier, vol. 197(1), pages 1-19.
- Joseph P. Romano & Michael Wolf, 2014. "Resurrecting weighted least squares," ECON - Working Papers 172, Department of Economics - University of Zurich, revised Oct 2016.
- Paul Dudgeon, 2017. "Some Improvements in Confidence Intervals for Standardized Regression Coefficients," Psychometrika, Springer;The Psychometric Society, vol. 82(4), pages 928-951, December.
- Richard, Patrick, 2017. "Robust heteroskedasticity-robust tests," Economics Letters, Elsevier, vol. 159(C), pages 28-32.
- José Curto & José Pinto & Ana Morais & Isabel Lourenço, 2011. "The heteroskedasticity-consistent covariance estimator in accounting," Review of Quantitative Finance and Accounting, Springer, vol. 37(4), pages 427-449, November.
- repec:jss:jstsof:11:i10 is not listed on IDEAS
- de Sousa, Maria da Conceição Sampaio & Cribari-Neto, Francisco & Stosic, Borko D., 2005. "Explaining DEA Technical Efficiency Scores in an Outlier Corrected Environment: The Case of Public Services in Brazilian Municipalities," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 25(2), November.
- Godfrey, L.G., 2006. "Tests for regression models with heteroskedasticity of unknown form," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2715-2733, June.
More about this item
Keywords
Confidence intervals; Meta-analysis; Random effects; Robust covariance estimation; Regression; Interactions;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:compst:v:40:y:2025:i:3:d:10.1007_s00180-024-01530-0. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.