Questions tagged [heterogeneity]

Use this tag for questions in the context of meta-analysis; use [heteroscedasticity] in the context of regression modeling. Heterogeneity arises when the primary studies are not drawn from a single population.

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Seeking help identifying the right causal model for my research

I am conducting a quasi-experimental research where the treatment is of varying intensity. For e.g., to investigate the impact of CEO's transgression on the stock market behavior (hypothetical; not my ...
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Group level covariates for mark recapture

I'm working on investigating capture heterogeneity in acoustic signals by comparing mark-recapture models between two types of congruent data, photographic and acoustic. We have information on the ...
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Is it reasonable to report $I^2=0$ with confidence interval [0, 100] in a meta analysis?

Is it reasonable to report $I^2$=0 with 95% confidence interval [0, 100] in a meta analysis manuscript? I was not sure since the CI covers all possible values. $I^2$ is a commonly used heterogeneity ...
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One or multiple regression/s?

Say your equation in a paper has 6 coefficients, one being your main interest (dummy for Disability == Having at least one disability: coded 0/1). This estimation is done. BUT you want to dig deeper, ...
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Sample selection bias as internal bias under heterogeneous effects

I have been reading a lot about the extent to which sample selection biases that come from truncated samples (e.g., Heckman selection situations) are not only externally biased, which is more commonly ...
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metafor's rma gives conflicting (zero) values for tauˆ2 and Iˆ2 compared to Review Manager?

I'm having a problem with metafor's rma-function, which inappropriately (I suppose!) gives both tauˆ2 and Iˆ2 zero values. This questions was previously asked on Stack Overflow, and then it was ...
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Should I expect lower R2 with meta-regression in meta-analyses with low heterogeneity?

The question in short: Should I expect lower R2 values in meta-regression performed in a meta-analysis with low levels of heterogeneity? In meta-analysis, I2 represents a ratio of between-study ...
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Can HAR models also be applied on non-volatility data?

Currently, I am trying to forecast several cash flows of accounts receivable and payable of a company. I want to apply the HAR model due to the simple structure of the model; it incorporates the short-...
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Causal inference where potential outcome is somehow "violated"?

The fundamental problem of causal inference says that only one potential outcome is observed for each unit. What happens if both outcomes from control and treatment can be observed? Can we still make ...
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Conditional Average Treatment Effects

Suppose I am interested in understanding the effectiveness of two type of medicine, A and B. In the usual setting, each patient is considered an experiment unit, and is assigned one of the medicine. ...
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(Explanatory) Modelling with PMG and MG estimators

Hello kind people of Stackexchange. I happen to be kind of stuck and in need of help. See, I want to make an ARDL model with PMG and/or MG estimator (Pesaran, 1999) (okay, in fact it may be the CCE ...
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causal tree in a diff-in-diff setting

I am new here. Does anybody know how to set up a causal tree in a diff-in-diff setting with observational data? Is anyone aware of any papers where this has been done? Any help would be much ...
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How to carry out a three way anova when assumptions are not met?

I have a data set of 543 participants with one dependent variable of a score and three independent variables of teacher age, student age, and teacher self-efficacy. When carrying out the tests for the ...
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What Heterogeneity/Between-Study Variance Estimator to use in a Reliability Meta-Analysis/Reliability Generalization Random Effects Model?

This is an extension of this question but for reliability generalization studies. Could anyone recommend a between-study variance / heterogeneity () estimator and method for computing confidence ...
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How do I write the Jeffreys prior for error variance in stan? $p(\mu, \sigma_1^2, \dots, \sigma_C^2) \propto \Pi{ \sigma_i^{-2}}$

I need to model the Jeffreys prior for error variance in a heteroscedastic ANOVA design in rstan. That is to say, $\pi(\mu,\sigma_1^2,\dotsb,\sigma_C^2)\varpropto\Pi_{i=1}^{C}\sigma_i^{-2}$. Is the ...
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What repeated measures statistical tests should I use with uneven sample size and parametrical/nonparametrical distribution?

I'm looking for a way to measure significance + variance homogeneity/heterogenity First of all I tested my data for normality and it's not always parametrical, so I think that I should use different ...
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What does "sharp design" mean in Chaisemartin (2020)'s paper compared to Goodman-Bacon (2017)'s paper?

When studying the paper of Chaisemartin (2020) comparing to Goodman-Bacon, 2017's paper regarding heterogeneous treatment effects, a commentator said that Chaisermartin's papers have more of a sharp ...
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How does tau squared (between-study variance) differ for network meta-analysis versus pairwise meta-analysis?

I'm currently trying to replicate a random effects network meta-analysis in Excel. When estimating between-study heterogeneity, I can calculate Cochran's Q just fine via: $$Q=\sum w_i(y_i-\hat\theta)^...
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What is extropy?

While searching for the answer to a statistics problem, I came across the term extropy, which was - and to a large extent still is - unfamiliar to me. A quick google search revealed that it is the &...
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Multi-level meta-anlaysis

I'm conducting a meta-analysis in which some of studies reported multiple effect size as they examined the outcome on multiple groups of glucose-lowering drugs. So, a three-level meta-analysis was ...
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Which type of cluster analysis to perform?

I am trying to explain variability in the outcome, and understand factors that may be associated with different clusters? I am confused as to which clustering method to use to obtain 3 clusters as ...
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2 votes
1 answer
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EM algorithm for normal mixtures with constraints

I have $G$ groups, each with $N_g$ data points $y_{ig}$, $g=1,\dots,G$ and $i = 1, \dots, N_g$. The group for each data point in observable. I want to estimate the normal mixtures model with $K$ ...
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3 votes
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How to choose between different estimators for tau in meta-analysis?

The question is relatively simple although it may won't be possible to answer at all. In meta-analysis using random-effect model, we can choose between several different methods for estimating tau (e....
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What are the QE and QM testing in a meta-analysis, and how do they relate to each other?

I am working on a meta-regression model with a moderator variable (a factor), and so am using the QE and QM tests to explore the importance of the the moderator. I understand the QE tests for residual ...
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Fixed effect OLS with normalized coefficients in R

I want to estimate the following fixed effects regression: $$ Y_i = \gamma_{m}+ \lambda_b + \delta_{gb}D_{igb}+\varepsilon_i, $$ where $\gamma_m$ is municipality fixed effect, $\lambda_b$ is birth ...
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4 votes
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Clustering on n features while maximizing the heterogeneity on m remaining features

We have a random vector $X\sim p(X)$, and a set of realizations of the random vector $S=\{X_i\}_{i=1}^N$. The random vector has $n$ continuous and $m$ categorical features. I want to cluster $S$ so ...
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Continuous (not categorical) measures of diversity?

Which measures of diversity are used where? When I search for diversity indicators I find the Simpson and Shannon index, but these are both for categorical data. If I have data with some structure (e....
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Correct interpretation of Tau and Tau^2 in meta-analysis of different measures

Simple question. Given that Tau is defined as the estimated standard deviation of underlying true effects across studies (and, accordingly, Tau^2 as the variance), how can I interpret this data in ...
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6 votes
2 answers
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Identifying the correlation between a slope and a level

Throughout this post, I assume at least second moments exist. Consider a heterogeneous linear treatment effect model of the form: $$Y_i = \alpha_i + \beta_i X_i$$ where $\alpha_i, \beta_i$ are ...
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How can I control for unobserved heterogeneity with cross-sectional data?

I want to run a cross sectional regression for 700 firms in the US to test the impact of working capital on profitability. I specifically want to limit my analysis to the 2008 financial crisis and ...
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Multi-Factor Kruskal Wallis Test in R

I have a dataset where the response variable is a non-normally distributed proportion and is heterogenous with respect to all factors. I cannot seem to transform the response variable into anything ...
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1 vote
1 answer
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Meta Analysis - Find the pooled Odds Ratio, given each subjects OR, Lower and Upper Limit and Z-test values

I have a problem I have been working on but can't seem to understand how to go about solving, and any help would be most appreciated. My Problem: I have been asked to find the pooled OR and it's 95% ...
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Can I test whether there is a group of observations in a dataset having a treatment effect in the opposite direction with respect to the ATE?

Suppose that I'm looking for the effect of a shock (for example, a natural disaster, or the current Covid pandemic) on given outcomes, where each observation corresponds to a different person. I ...
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1 vote
1 answer
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DiD with time invariant and time variant treatment?

I am currently working on a project that seeks to study the impact of the subprime crisis on family firms and non-family firms. In this, I have imagined to use a DiD estimator to account for ...
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8 votes
2 answers
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Heterogeneous Treatment Effects with Continuous Treatment (e.g. using BART)

Overview: Most of the causal inference literature (both theoretical and applied), I have seen on heterogeneous treatment effects, only considers the case with a binary treatment $T\in\{0,1\}$. However,...
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1 vote
2 answers
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Group Heterogeneity in a Meta-Analysis - Layman's Terms

EDIT: I now believe this question was based on misguided information. See my answer. I'm looking through this meta-analysis (of studies on the effects of mindfulness on healthy individuals) for some ...
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Transforming Heterogeneous Treatment Effect Models (in EconML) into Average Treatment Effect Model (from DoWhy)

This question relates to the steps one would need to take in order to reproduce an answer from the DoWhy tutorial, using the EconML library code for heterogeneous causal effects. In DoWhy, there is ...
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3 votes
1 answer
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Causal inference for multiple treatments with an observed set of properties

Note: I have rewritten this question quite a lot, because pzivich's answer made me realize that I had not formulated it accurately enough . In order to give the original context of pzivich's answer, I ...
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1 vote
1 answer
601 views

How to interpret Cox Model with time-varying coefficients

I fitted a Cox PH Model and upon examination of the Schoenfeld residuals it became apparent that the proportionality assumption was violated by several variables. Following Box-Steffensmeier & ...
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1 answer
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How to decide if frailty term needed

I´d like to ask the following question: Is there any sound procedure to test event-history/survival data for unobserved heterogeneity or any indicator that shows that a frailty term should be included?...
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1 vote
1 answer
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OLS when $\beta_i$ varies across observations

Suppose that the data generating process is given by $$ y_i=\beta_i x_i+\varepsilon_i $$ where $\varepsilon_i\sim \text{iid }\mathcal{N}\left(0,\sigma^2\right)$. Note that the $\beta_i$ coefficients ...
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1 vote
1 answer
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Calculating Effect Size from Wilcoxon W value (how to get the z value)

Im carrying out a meta-analysis where I have had to carry out my own wilcoxon test on the data. I am now calculating the independant effect sizes for each study to manually input to my excel ...
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Hartung-Knapp-Sidik-Jonkman variance correction in meta-analysis

I am doing a meta-analysis of continuous data (SMD), number of studies (k) around 75, heterogeneity high (Tau-squared around 0.15, I-sqr over 75%). Our interest is in fact in a key subgroup analysis (...
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1 vote
1 answer
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Equivalence between interaction and second difference measures of heterogeneity

I am trying to understand a paper used by Frank Harrell in his biostats course to demonstrate how NOT to present results from an analysis of heterogeneity of treatment effects (HTE). Frank's point is ...
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Meta-analysis: How to interpret a non-significant Q statistic but high I squared

I'm reviewing some meta-analyses on psychotherapies and trying to make sense of the statistics related to heterogeneity, specifically Cochran's Q and the I-squared value. I'm confused about how to ...
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How can I account for heterogeneity at the author level in a meta-analysis?

Suppose that my meta-analysis has several studies performed by the same author. There could be heterogeneity at the author level (because perhaps the author is not very attentive, or uses different ...
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1 vote
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LOOKING FOR THE OPTIMAL MODEL WITH GAMM

I conducted an experiment where earthworms were subjected to two treatments, with and without herbicide in the soil. Biomass measurements were taken every 12 days for 398 days and the biomass growth ...
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correlation with diverse characteristics

What does it mean to say "incidental parameter bias due to correlation between past realizations of the data and the unobserved heterogeneity (diverse characteristics)"? How can there be a correlation ...
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2 votes
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Difference in Difference heterogeneous treatment effect based on scale of pre-post difference

In a Triple Difference model can we introduce a dummy variable based on scale of difference of dependent variable between pre and post periods? Example: divide both treatment and control groups into 2 ...
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1 vote
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One-way ANOVA method validation

Here is my case: Let's say we have 50 polygons(looks like this:and a point set distributed within these 50 polygons. So that for each polygon, there is an associated point density. What I want to test ...
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