metaSEM: VarCorr – R documentation

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VarCorr

Extract Variance-Covariance Matrix of the Random Effects

Description

It extracts the variance-covariance matrix of the random effects (variance component) from either the meta or osmasem objects.

Usage

VarCorr(x, ...)

Arguments

`x`	An object returned from either class `meta` or `osmasem`
`...`	Further arguments; currently none is used

Value

A variance-covariance matrix of the random effects.

Note

It is similar to coef(object, select="random") in tssem. The main difference is that coef() returns a vector while VarCorr() returns its correspondent matrix.

Author(s)

Mike W.-L. Cheung <mikewlcheung@nus.edu.sg>

Examples

## Multivariate meta-analysis on the log of the odds
## The conditional sampling covariance is 0
bcg <- meta(y=cbind(ln_Odd_V, ln_Odd_NV), data=BCG,
            v=cbind(v_ln_Odd_V, cov_V_NV, v_ln_Odd_NV))
VarCorr(bcg)

metaSEM

Meta-Analysis using Structural Equation Modeling

v1.2.5

GPL (>= 2)

Authors

Mike Cheung [aut, cre] (<https://orcid.org/0000-0003-0113-0758>)

Initial release

2020-11-29