Aug 2, 2018

Meta-regression

// Open ISSP 2005
use COUNTRY WRKHRS V51 using "ZA4350_v2-0-0.dta", clear

// Prepare variables
rename COUNTRY country
  // Job satisfaction
generate jobsatis = 7 - V51
rename WRKHRS workhrs
  // Average working hours per country
bys country: egen avghrs = mean(workhrs)
  // Center working hours
center workhrs, inplace

// Fit models
eststo clear
eststo: regress jobsatis workhrs avghrs                  // OLS regression
eststo:   mixed jobsatis workhrs avghrs || country:      // RE regression
 qui matrix foo = e(N_g)          // Number of individuals
 qui estadd scalar nc  = foo[1,1] // Number of individuals

 // Prepare data for meta-regression
preserve  // Generate country-level data set of average working hours
 egen pickone = tag(country)
 keep if pickone
 keep country avghrs 
 tempfile temp
 save `temp', replace
restore

 // Average job satisfaction per country, controlling for individual working hours
statsby _b[_cons] _se[_cons] e(N), clear by(country): regress jobsatis workhrs
 // Merge with average working hours
merge 1:1 country using `temp'

eststo: regress _stat_1  avghrs                // OLS regression two-step
eststo: vwls _stat_1  avghrs, sd(_stat_2)      // FE meta-regression
eststo: metareg _stat_1  avghrs, wsse(_stat_2) // RE meta-regression

esttab, keep(main:) mtitles("OLS" "Multilevel" "OLS two-step" "FE meta-regression" "RE meta-regression") b(3) se(3) /// coeflabel(workhrs "Working hours" /// avghrs "Average working hours" /// _cons "Intercept") /// stats(nc N, labels("No. countries") fmt(%12.0gc %12.0gc)) varwidth(25) modelwidth(20) eqlabels("", none)