pattern_covariance_matrix {clubSandwich} | R Documentation |

`pattern_covariance_matrix`

calculates a
block-diagonal covariance matrix, given the marginal variances, the block
structure, and an assumed correlation structure defined by a patterned
correlation matrix.

```
pattern_covariance_matrix(
vi,
cluster,
pattern_level,
r_pattern,
r,
smooth_vi = FALSE,
subgroup = NULL,
return_list = identical(as.factor(cluster), sort(as.factor(cluster))),
check_PD = TRUE
)
```

`vi` |
Vector of variances |

`cluster` |
Vector indicating which effects belong to the same cluster. Effects with the same value of 'cluster' will be treated as correlated. |

`pattern_level` |
Vector of categories for each effect size, used to determine which entry of the pattern matrix will be used to impute a correlation. |

`r_pattern` |
Patterned correlation matrix with row and column names
corresponding to the levels of |

`r` |
Vector or numeric value of assumed constant correlation(s) between effect size estimates from each study. |

`smooth_vi` |
Logical indicating whether to smooth the marginal variances
by taking the average |

`subgroup` |
Vector of category labels describing sub-groups of effects. If non-null, effects that share the same category label and the same cluster will be treated as correlated, but effects with different category labels will be treated as uncorrelated, even if they come from the same cluster. |

`return_list` |
Optional logical indicating whether to return a list of matrices (with one entry per block) or the full variance-covariance matrix. |

`check_PD` |
Optional logical indicating whether to check whether each
covariance matrix is positive definite. If |

A block-diagonal variance-covariance matrix (possibly represented as
a list of matrices) with a specified correlation structure, defined by a
patterned correlation matrix. Let `v_{ij}`

denote the specified
variance for effect `i`

in cluster `j`

and
`C_{hij}`

be the covariance between effects `h`

and
`i`

in cluster `j`

. Let `p_{ij}`

be the level
of the pattern variable for effect `i`

in cluster `j`

,
taking a value in `1,...,C`

. A patterned correlation matrix
is defined as a set of correlations between pairs of effects taking each
possible combination of patterns. Formally, let `r_{cd}`

be the
correlation between effects in categories `c`

and `d`

,
respectively, where `r_{cd} = r_{dc}`

. Then the
covariance between effects `h`

and `i`

in cluster
`j`

is taken to be

```
C_{hij} = \sqrt{v_{hj} v_{ij}} \times
r_{p_{hj} p_{ij}}.
```

Correlations between effect sizes within the same category are defined by the diagonal values of the pattern matrix, which may take values less than one.

Combinations of pattern levels that do not occur in the patterned correlation matrix will be set equal to `r`

.

If `smooth_vi = TRUE`

, then all of the variances within cluster
`j`

will be set equal to the average variance of cluster
`j`

, i.e.,

```
v'_{ij} = \frac{1}{n_j} \sum_{i=1}^{n_j}
v_{ij}
```

for
`i=1,...,n_j`

and `j=1,...,k`

.

If `cluster`

is appropriately sorted, then a list of matrices,
with one entry per cluster, will be returned by default. If `cluster`

is out of order, then the full variance-covariance matrix will be returned
by default. The output structure can be controlled with the optional
`return_list`

argument.

```
library(metafor)
data(oswald2013, package = "robumeta")
dat <- escalc(data = oswald2013, measure = "ZCOR", ri = R, ni = N)
# make a patterned correlation matrix
p_levels <- levels(dat$Crit.Cat)
r_pattern <- 0.7^as.matrix(dist(1:length(p_levels)))
diag(r_pattern) <- seq(0.75, 0.95, length.out = 6)
rownames(r_pattern) <- colnames(r_pattern) <- p_levels
# impute the covariance matrix using patterned correlations
V_list <- pattern_covariance_matrix(vi = dat$vi,
cluster = dat$Study,
pattern_level = dat$Crit.Cat,
r_pattern = r_pattern,
smooth_vi = TRUE)
# fit a model using imputed covariance matrix
MVFE <- rma.mv(yi ~ 0 + Crit.Cat, V = V_list,
random = ~ Crit.Cat | Study,
data = dat)
conf_int(MVFE, vcov = "CR2")
```

[Package *clubSandwich* version 0.5.6 Index]