VarCorr | R Documentation |
It extracts the variance-covariance matrix of the
random effects (variance component) from either the meta
or
osmasem
objects.
VarCorr(x, ...)
x |
An object returned from either class
|
... |
Further arguments; currently none is used |
A variance-covariance matrix of the random effects.
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.
Mike W.-L. Cheung <mikewlcheung@nus.edu.sg>
coef
, vcov
## 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)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.