In an meta-regression I am working on an interesting question has come up.
I am are running a meta-regression with 32 study sites. I have four theoretically motivated covariates I want to examine. All four have minor effect sizes with p < 0.05.
However, there is some concern about confounding. Thus, I adjusted the analyses for a binary covariate (where only 2 studies had value 1, the rest having value 0 - so highly skewed). When adjusting for this covariate, effect sizes changed by 17-40% and three covariates no longer have p < 0.05. Effectively, I am running a multiple meta-regression with the covariate of interest adjusted for potential confounding.
I have discussed this matter with colleagues. While one argument is that the adjusted models report improved estimates, another is that the regression models report more uncertain estimates due to inclusion of an extra covariate, hence the covariates have higher p-values due to more uncertainty in the model not removal of confounding. Thus, there seem to be sound conflicting theoretical and statistical arguments.
I am interested in a better understanding of the statistical aspects of this. I have tried to look up statistical literature on this, but I have not found anything that is spot on. Hopefully some of you could weigh in or provide some references.