Robustness of statistical inferences using linear models with meta-analytic correlation matrices

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• 作者：Patrick J. Rosopa^a ; ^{prosopa@clemson.edu} ; Brian Kim^b ; ^{briankim@oxy.edu}
• 关键词：Meta-analysis ; Missing data ; Path analysis ; Structural equation modeling
• 刊名：Human Resource Management Review
• 出版年：2017
• 出版时间：March 2017
• 年：2017
• 卷：27
• 期：1
• 页码：216-236
• 全文大小：425 K
• 卷排序：27

文摘

To examine complex relationships among variables, researchers in human resource management, industrial-organizational psychology, organizational behavior, and related fields have increasingly used meta-analytic procedures to aggregate effect sizes across primary studies to form meta-analytic correlation matrices, which are then subjected to further analyses using linear models (e.g., multiple linear regression). Because missing effect sizes (i.e., correlation coefficients) and different sample sizes across primary studies can occur when constructing meta-analytic correlation matrices, the present study examined the effects of missingness under realistic conditions and various methods for estimating sample size (e.g., minimum sample size, arithmetic mean, harmonic mean, and geometric mean) on the estimated squared multiple correlation coefficient (R2) and the power of the significance test on the overall R2 in linear regression. Simulation results suggest that missing data had a more detrimental effect as the number of primary studies decreased and the number of predictor variables increased. It appears that using second-order sample sizes of at least 10 (i.e., independent effect sizes) can improve both statistical power and estimation of the overall R2 considerably. Results also suggest that although the minimum sample size should not be used to estimate sample size, the other sample size estimates appear to perform similarly.