I would like to obtain tau2 estimation using REML by making use of PROC MIXED procedure in SAS to compare the estimation result obtained from rma function in R.
I have used the following SAS code;
proc mixed data= dat method=reml; class pubid; weight Weight; model Effectsize= / cl solution; random intercept / subject=pubid; parms (1)(1)/ hold=2; run;
Here the data consists of Effectsize, pubid as well as Weight(which is calculated from 1/variance for each study)
This code gives the same tau2 estimate as seen in the results from rma function but I am not really clear how this weight function specified in SAS procedure is working. Could you please explain what role does it exactly play in the tau2 calculation? I am confused especially because weight is said to 1/ Se2+tau2reml in most of the books where tau2 reml estimation is explained...
I read that since here I don't have repeated statement specified in my SAS procedure, WEIGHT statement basically operates exactly like PROC GLM and replaces X’X and Z’Z with X’WX and Z’WZ, where W is the diagonal weight matrix. I am not really clear with what is meant by this. Could you please clarify?
Many thanks in advance.