VarCorr: Extract Variance-Covariance Matrix of the Random Effects

In metaSEM: Meta-Analysis using Structural Equation Modeling

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 <[e-mail]>

See Also

coef, vcov

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 documentation built on Aug. 10, 2023, 1:09 a.m.