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log: C:\Res\Meta\progs\p1.log
log type: text
opened on:
. *
. * 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
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:
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