Extract the Variance-Covariance Matrix of the Parameter Estimates from 'rma' Objects

Description

The function extracts the (estimated) variance-covariance matrix of the (fixed effects) parameter estimates from objects of class "rma" or the marginal variance-covariance matrix of the observed effect sizes or outcomes.

Usage

## S3 method for class 'rma'
vcov(object, type="fixed", ...)

Arguments

Details

Note that type="obs" currently only works for object of class "rma.uni" and "rma.mv".

For objects of class "rma.uni", the marginal variance-covariance matrix is just a diagonal matrix with τ² + vᵢ along the diagonal, where τ² is the estimated amount of (residual) heterogeneity (set to 0 in fixed-effects models) and vᵢ is the sampling variance of the ith study.

For objects of class "rma.mv", the structure can be more complex and depends on the types of random effects included in the model.

Value

A matrix corresponding to the requested variance-covariance matrix.

Author(s)

Wolfgang Viechtbauer wvb@metafor-project.org
package website: http://www.metafor-project.org/
author homepage: http://www.wvbauer.com/

References

Viechtbauer, W. (2010). Conducting meta-analyses in R with the metafor package. Journal of Statistical Software, 36(3), 1–48. http://www.jstatsoft.org/v36/i03/.

See Also

rma.uni, rma.mh, rma.peto, rma.glmm, rma.mv

Examples

### meta-analysis of the log risk ratios using a mixed-effects model
### with two moderators (absolute latitude and publication year)
res <- rma(measure="RR", ai=tpos, bi=tneg, ci=cpos, di=cneg,
           mods = ~ ablat + year, data=dat.bcg)
vcov(res)

### marginal var-cov matrix of the observed log risk ratios
vcov(res, type="obs")