vcov.mlmm: Extract The Variance-Covariance Matrix From Multiple Linear...

In bozenne/repeated: Repeated Measurement Models for Discrete Times

Extract The Variance-Covariance Matrix From Multiple Linear Mixed Models

Description

Extract the variance-covariance matrix of the model coefficients from multiple linear mixed models.

Usage

## S3 method for class 'mlmm'
vcov(
  object,
  effects = "contrast",
  p = NULL,
  newdata = NULL,
  ordering = "by",
  robust = object$args$robust,
  type.information = object$object$type.information,
  transform.sigma = NULL,
  transform.k = NULL,
  transform.rho = NULL,
  transform.names = TRUE,
  simplify = TRUE,
  ...
)

Arguments

object	a mlmm object.
effects	[character] By default will output the estimates relative to the hypotheses being tested ("contrast"). But can also output all model coefficients ("all"), or only coefficients relative to the mean ("mean" or "fixed"), or only coefficients relative to the variance structure ("variance"), or only coefficients relative to the correlation structure ("correlation").
p	[list of numeric vector] list of model coefficients to be used. Only relevant if differs from the fitted values.
newdata	[NULL] Not used. For compatibility with the generic method.
ordering	[character] should the output be ordered by type of parameter ("parameter") or by model ("by"). Not relevant when effects="contrast".
robust	[logical] Should robust standard errors (aka sandwich estimator) be output instead of the model-based standard errors. Can also be 2 compute the degrees-of-freedom w.r.t. robust standard errors instead of w.r.t. model-based standard errors.
type.information	[character] Should the expected information be used (i.e. minus the expected second derivative) or the observed inforamtion (i.e. minus the second derivative).
transform.sigma	[character] Transformation used on the variance coefficient for the reference level. One of "none", "log", "square", "logsquare" - see details.
transform.k	[character] Transformation used on the variance coefficients relative to the other levels. One of "none", "log", "square", "logsquare", "sd", "logsd", "var", "logvar" - see details.
transform.rho	[character] Transformation used on the correlation coefficients. One of "none", "atanh", "cov" - see details.
transform.names	[logical] Should the name of the coefficients be updated to reflect the transformation that has been used?
simplify	[logical] Should the column names contain the level of the by variable? Not relevant when effects=\"contrast\".
...	Not used. For compatibility with the generic method.

bozenne/repeated documentation built on July 16, 2025, 11:16 p.m.