## File: vcovCR.rma.mv.Rd

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r-cran-clubsandwich 0.5.3-1
 1234567891011121314151617181920212223242526272829303132333435363738394041424344454647484950515253545556575859606162636465666768 % Generated by roxygen2: do not edit by hand % Please edit documentation in R/rma-mv.R \name{vcovCR.rma.mv} \alias{vcovCR.rma.mv} \title{Cluster-robust variance-covariance matrix for a robu object.} \usage{ \method{vcovCR}{rma.mv}(obj, cluster, type, target, inverse_var, form = "sandwich", ...) } \arguments{ \item{obj}{Fitted model for which to calculate the variance-covariance matrix} \item{cluster}{Optional expression or vector indicating which observations belong to the same cluster. If not specified, will be set to the factor in the random-effects structure with the fewest distinct levels. Caveat emptor: the function does not check that the random effects are nested.} \item{type}{Character string specifying which small-sample adjustment should be used, with available options \code{"CR0"}, \code{"CR1"}, \code{"CR1p"}, \code{"CR1S"}, \code{"CR2"}, or \code{"CR3"}. See "Details" section of \code{\link{vcovCR}} for further information.} \item{target}{Optional matrix or vector describing the working variance-covariance model used to calculate the \code{CR2} and \code{CR4} adjustment matrices. If not specified, the target is taken to be the estimated variance-covariance structure of the \code{rma.mv} object.} \item{inverse_var}{Optional logical indicating whether the weights used in fitting the model are inverse-variance. If not specified, \code{vcovCR} will attempt to infer a value.} \item{form}{Controls the form of the returned matrix. The default \code{"sandwich"} will return the sandwich variance-covariance matrix. Alternately, setting \code{form = "meat"} will return only the meat of the sandwich and setting \code{form = B}, where \code{B} is a matrix of appropriate dimension, will return the sandwich variance-covariance matrix calculated using \code{B} as the bread.} \item{...}{Additional arguments available for some classes of objects.} } \value{ An object of class \code{c("vcovCR","clubSandwich")}, which consists of a matrix of the estimated variance of and covariances between the regression coefficient estimates. } \description{ \code{vcovCR} returns a sandwich estimate of the variance-covariance matrix of a set of regression coefficient estimates from a \code{\link[metafor]{rma.mv}} object. } \examples{ library(metafor) data(hierdat, package = "robumeta") mfor_fit <- rma.mv(effectsize ~ binge + followup + sreport + age, V = var, random = list(~ 1 | esid, ~ 1 | studyid), data = hierdat) mfor_fit mfor_CR2 <- vcovCR(mfor_fit, type = "CR2") mfor_CR2 coef_test(mfor_fit, vcov = mfor_CR2, test = c("Satterthwaite", "saddlepoint")) Wald_test(mfor_fit, constraints = constrain_zero(c(2,4)), vcov = mfor_CR2) Wald_test(mfor_fit, constraints = constrain_zero(2:5), vcov = mfor_CR2) } \seealso{ \code{\link{vcovCR}} }