For independent effect estimates with standard error , and with standard error , one two-sided Wald test is significant at five percent and the other is not. But their difference is with standard error , giving a negligible test statistic. Hence different significance labels do not establish an interaction or between-study heterogeneity; compare the effects directly.[ref]
The Difference Between Significant and Not Significant is not Itself Statistically Significant by Andrew Gelman and Hal Stern. Printed p. 328, Introduction; pp. 328–329, theoretical example
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