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Last data update: 2014.03.03

R: Extract Covariance Matrix Parameter Estimates from Various...

vcov	R Documentation

Extract Covariance Matrix Parameter Estimates from Various Objects

Description

It extracts the variance-covariance matrix of the parameter estimates from either tssem1FEM, tssem1FEM.cluster, tssem1REM, wls, wls.cluster, meta, meta3X, reml or MxRAMModel objects.

Usage

## S3 method for class 'tssem1FEM'
vcov(object, ...)
## S3 method for class 'tssem1FEM.cluster'
vcov(object, ...)
## S3 method for class 'tssem1REM'
vcov(object, select = c("all", "fixed", "random"), ...)
## S3 method for class 'wls'
vcov(object, R=50, ...)
## S3 method for class 'wls.cluster'
vcov(object, R=50, ...)
## S3 method for class 'meta'
vcov(object, select = c("all", "fixed", "random"), ...)
## S3 method for class 'meta3X'
vcov(object, select = c("all", "fixed", "random", "allX"), ...)
## S3 method for class 'reml'
vcov(object, ...)
## S3 method for class 'MxRAMModel'
vcov(object, ...)

Arguments

`object`	An object returned from either class `tssem1FEM`, class `tssem1FEM.cluster`, class `tssem1REM`, class `wls`, class `wls.cluster`, class `meta`, class `reml` or class `MxRAMModel`
`select`	Select `all` for both fixed- and random-effects parameters, `fixed` for the fixed-effects parameters or `random` for the random-effects parameters. For `meta3X` objects, `allX` is used to extract all parameters including the predictors and auxiliary variables.
`R`	Positive integer. The number of parameter bootstrap replicates when `diag.constraints=TRUE`.
`...`	Further arguments; currently none is used

Value

A variance-covariance matrix of the parameter estimates.

Note

vcov returns NA when diag.constraints=TRUE argument is used in wls objects.

Author(s)

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

Examples

## Random-effects meta-analysis
model1 <- meta(y=yi, v=vi, data=Hox02)
vcov(model1)

## Fixed-effects only
vcov(model1, select="fixed")

## Random-effects only
vcov(model1, select="random")