hayoki 发表于 2011-10-13 22:56 
請問大大有沒有stata的meta指令呢?或是相關程式,謝謝
STATA Meta-Analysis Macros
Written by David B. Wilson
dwilson@crim.umd.edu
Included are three macros:
meanes.ado
metaf.ado
metareg.ado
To use, place these files either in a directory already part of the "adopath" or in their own directory. If the latter, add the directory to the adopath with the "adopath +" command.
MEANES
The "meanes" command performs basic central tendency statistics, such as mean effect size, confidence intervals, z-test, and homogeneity test. It calculates both fixed and random effects models.
Usage: meanes <es_variable_name> [w=<weight_variable_name>]
METAF
metaf.ado performs a test of the differences in the mean effect size across the levels of a categorical variable, similar to a one-way analysis of variance. It has an optional ", model()" command to specify a fixed effect (default), method of moments estimated, model(mm), maximum likelihood estimated model(ml), or restricted maximum likelihood estimated random effects model.
Usage: metaf <es_variable_name> <group_variable> [w=<weight_variable_name>]
Usage: metaf <es_variable_name> <group_variable> [w=<weight_variable_name>], model(ml)
METAREG
metareg.ado performs meta-analytic regression analysis. It has an optional ", model()" command to specify a fixed effect (default), method of moments estimated, model(mm), maximum likelihood estimated model(ml), or restricted maximum likelihood estimated random effects model.
Usage: metaf <es_variable_name> <list of IVs> [w=<weight_variable_name>]
PRINT OPTION
meanes and metaf have an optional ", print()" statement for controlling the output and are useful if you are analyzing Zr transformed correlations or logged odds-ratios. The "ivzr" option converts the result back into correlation coefficients (inverse Zr transformation). The "exp" statement prints the exponent of the results, that is, it prints odds-ratios if the input effect sizes were logged odds-ratios.
Usage: metaf <es_variable_name> <list of IVs> [w=<weight_variable_name>], print(exp)