Getting Started with MAIVE

Overview

MAIVE (Meta-Analysis Instrumental Variable Estimator) addresses a fundamental problem in meta-analysis of observational research: spurious precision. Traditional meta-analysis assigns more weight to studies with lower standard errors, assuming higher precision. However, in observational research, precision must be estimated and is vulnerable to manipulation through practices like p-hacking to achieve statistical significance.

This manipulation can invalidate:

• Inverse-variance weighting schemes
• Bias-correction methods like funnel plots
• Traditional publication bias corrections

MAIVE introduces an instrumental variable approach to limit bias caused by spurious precision in meta-analysis.

The Problem: Spurious Precision

In observational research, researchers can inadvertently or deliberately manipulate their analyses to achieve statistically significant results. This includes:

• Selective reporting of specifications
• Outcome switching
• Sample trimming
• Selective controls inclusion

These practices create spuriously precise estimates that appear more reliable than they actually are. Traditional meta-analysis methods that weight by inverse variance will overweight these manipulated studies, leading to biased conclusions.

The MAIVE Solution

MAIVE uses instrumental variables to correct for spurious precision:

1. First-stage regression: Instruments the potentially manipulated standard errors using inverse sample sizes (which researchers cannot easily manipulate)
2. Second-stage regression: Uses the instrumented standard errors in meta-regression models

This approach provides:

• Robust meta-estimates that account for spurious precision
• Hausman-type tests comparing IV and OLS estimates
• Anderson-Rubin confidence intervals for weak instruments
• Publication bias tests based on instrumented standard errors

Installation

# Install from CRAN (once published)
install.packages("MAIVE")

# Or install development version from GitHub
install.packages("devtools")
devtools::install_github("meta-analysis-es/maive")

library(MAIVE)

Data Structure

The maive() function expects a data frame with the following columns:

Basic Usage

Let’s create a simple example dataset:

# Simulated meta-analysis data
set.seed(123)
n_studies <- 50

data <- data.frame(
  bs = rnorm(n_studies, mean = 0.3, sd = 0.2),
  sebs = runif(n_studies, min = 0.05, max = 0.3),
  Ns = sample(100:1000, n_studies, replace = TRUE),
  study_id = rep(1:10, each = 5)
)

head(data)
#>          bs      sebs  Ns study_id
#> 1 0.1879049 0.1999972 342        1
#> 2 0.2539645 0.1332059 961        1
#> 3 0.6117417 0.1721533 946        1
#> 4 0.3141017 0.2886185 891        1
#> 5 0.3258575 0.1707256 212        1
#> 6 0.6430130 0.2725876 718        2

# Run MAIVE with defaults
result <- maive(
  dat = data,
  method = 3,      # PET-PEESE (default)
  weight = 0,      # No weights (default)
  instrument = 1,  # Instrument SEs (default)
  studylevel = 2,  # Cluster-robust (default)
  SE = 3,          # Wild bootstrap (default)
  AR = 1           # Anderson-Rubin CI (default)
)

# View key results
cat("MAIVE Estimate:", round(result$Estimate, 3), "\n")
cat("MAIVE SE:", round(result$SE, 3), "\n")
cat("Standard Estimate:", round(result$StdEstimate, 3), "\n")
cat("Hausman Test:", round(result$Hausman, 3), "\n")
cat("First-stage F-test:", round(result$`F-test`, 3), "\n")

Method Options

MAIVE supports multiple meta-regression methods:

result_pet <- maive(
  dat = data,
  method = 1,  # FAT-PET
  weight = 0,
  instrument = 1,
  studylevel = 2,
  SE = 3,
  AR = 1
)

cat("PET Estimate:", round(result_pet$Estimate, 3), "\n")

result_peese <- maive(
  dat = data,
  method = 2,  # PEESE
  weight = 0,
  instrument = 1,
  studylevel = 2,
  SE = 3,
  AR = 1
)

cat("PEESE Estimate:", round(result_peese$Estimate, 3), "\n")

result_petpeese <- maive(
  dat = data,
  method = 3,  # PET-PEESE (default)
  weight = 0,
  instrument = 1,
  studylevel = 2,
  SE = 3,
  AR = 1
)

cat("PET-PEESE Estimate:", round(result_petpeese$Estimate, 3), "\n")

result_ek <- maive(
  dat = data,
  method = 4,  # EK
  weight = 0,
  instrument = 1,
  studylevel = 2,
  SE = 3,
  AR = 0  # AR not available for EK
)

cat("EK Estimate:", round(result_ek$Estimate, 3), "\n")

Weighting Schemes

result_noweight <- maive(
  dat = data,
  method = 3,
  weight = 0,  # No weights
  instrument = 1,
  studylevel = 2,
  SE = 3,
  AR = 1
)

result_ivweight <- maive(
  dat = data,
  method = 3,
  weight = 1,  # Inverse-variance weights
  instrument = 1,
  studylevel = 2,
  SE = 3,
  AR = 0  # AR not available with weights
)

result_maiveweight <- maive(
  dat = data,
  method = 3,
  weight = 2,  # MAIVE-adjusted weights
  instrument = 1,
  studylevel = 2,
  SE = 3,
  AR = 1
)

Study-Level Correlation

Control for study-level correlation when you have multiple estimates per study:

# No study-level adjustment
result_none <- maive(data, method = 3, weight = 0, instrument = 1, 
                     studylevel = 0, SE = 0, AR = 1)

# Study fixed effects (demeaned)
result_fe <- maive(data, method = 3, weight = 0, instrument = 1,
                   studylevel = 1, SE = 1, AR = 0)  # AR not available with FE

# Cluster-robust standard errors
result_cluster <- maive(data, method = 3, weight = 0, instrument = 1,
                        studylevel = 2, SE = 3, AR = 1)

# Both fixed effects and clustering
result_both <- maive(data, method = 3, weight = 0, instrument = 1,
                     studylevel = 3, SE = 3, AR = 0)

Standard Error Options

# CR0 (Huber-White)
result_cr0 <- maive(data, method = 3, weight = 0, instrument = 1,
                    studylevel = 2, SE = 0, AR = 1)

# CR1 (Standard empirical correction)
result_cr1 <- maive(data, method = 3, weight = 0, instrument = 1,
                    studylevel = 2, SE = 1, AR = 1)

# CR2 (Bias-reduced estimator)
result_cr2 <- maive(data, method = 3, weight = 0, instrument = 1,
                    studylevel = 2, SE = 2, AR = 1)

# Wild bootstrap (recommended, default)
result_boot <- maive(data, method = 3, weight = 0, instrument = 1,
                     studylevel = 2, SE = 3, AR = 1)

First-Stage Specification

MAIVE allows two functional forms for the first-stage regression:

result_levels <- maive(data, method = 3, weight = 0, instrument = 1,
                       studylevel = 2, SE = 3, AR = 1, first_stage = 0)

cat("First-stage (levels) F-test:", round(result_levels$`F-test`, 3), "\n")

result_log <- maive(data, method = 3, weight = 0, instrument = 1,
                    studylevel = 2, SE = 3, AR = 1, first_stage = 1)

cat("First-stage (log) F-test:", round(result_log$`F-test`, 3), "\n")

WAIVE: Robust Extension

WAIVE (Weighted And Instrumented Variable Estimator) provides additional robustness by downweighting studies with spurious precision or extreme outliers:

result_waive <- waive(
  dat = data,
  method = 3,
  instrument = 1,
  studylevel = 2,
  SE = 3,
  AR = 1
)

cat("WAIVE Estimate:", round(result_waive$Estimate, 3), "\n")
cat("WAIVE SE:", round(result_waive$SE, 3), "\n")

WAIVE is particularly useful when:

• You suspect extreme outliers in your data
• Standard errors may be severely manipulated
• You want automatic downweighting of problematic studies

Interpretation Guidelines

References

Irsova, Z., Bom, P. R. D., Havranek, T., & Rachinger, H. (2024). Spurious Precision in Meta-Analysis of Observational Research. Available at: https://meta-analysis.cz/maive/

Keane, M., & Neal, T. (2023). Instrument strength in IV estimation and inference: A guide to theory and practice. Journal of Econometrics, 235(2), 1625-1653.

See Also

• ?maive for detailed parameter documentation
• ?waive for the robust WAIVE estimator
• Project website: https://meta-analysis.cz/maive/