R: Cluster-robust variance-covariance matrix for a robu object.

vcovCR.rma.mv {clubSandwich}

R Documentation

Cluster-robust variance-covariance matrix for a robu object.

Description

vcovCR returns a sandwich estimate of the variance-covariance matrix of a set of regression coefficient estimates from a rma.mv object.

Usage

## S3 method for class 'rma.mv'
vcovCR(obj, cluster, type, target, inverse_var, form = "sandwich", ...)

Arguments

`obj`	Fitted model for which to calculate the variance-covariance matrix
`cluster`	Optional expression or vector indicating which observations belong to the same cluster. If not specified, will be set to the factor in the random-effects structure with the fewest distinct levels. Caveat emptor: the function does not check that the random effects are nested.
`type`	Character string specifying which small-sample adjustment should be used, with available options `"CR0"`, `"CR1"`, `"CR1p"`, `"CR1S"`, `"CR2"`, or `"CR3"`. See "Details" section of `vcovCR` for further information.
`target`	Optional matrix or vector describing the working variance-covariance model used to calculate the `CR2` and `CR4` adjustment matrices. If not specified, the target is taken to be the estimated variance-covariance structure of the `rma.mv` object.
`inverse_var`	Optional logical indicating whether the weights used in fitting the model are inverse-variance. If not specified, `vcovCR` will attempt to infer a value.
`form`	Controls the form of the returned matrix. The default `"sandwich"` will return the sandwich variance-covariance matrix. Alternately, setting `form = "meat"` will return only the meat of the sandwich and setting `form = B`, where `B` is a matrix of appropriate dimension, will return the sandwich variance-covariance matrix calculated using `B` as the bread. `form = "estfun"` will return the (appropriately scaled) estimating function, the transposed crossproduct of which is equal to the sandwich variance-covariance matrix.
`...`	Additional arguments available for some classes of objects.

Value

An object of class c("vcovCR","clubSandwich"), which consists of a matrix of the estimated variance of and covariances between the regression coefficient estimates.

Examples

library(metafor)
data(hierdat, package = "robumeta")

mfor_fit <- rma.mv(effectsize ~ binge + followup + sreport + age, 
                 V = var, random = list(~ 1 | esid, ~ 1 | studyid),
                 data = hierdat)
mfor_fit

mfor_CR2 <- vcovCR(mfor_fit, type = "CR2")
mfor_CR2
coef_test(mfor_fit, vcov = mfor_CR2, test = c("Satterthwaite", "saddlepoint"))

Wald_test(mfor_fit, constraints = constrain_zero(c(2,4)), vcov = mfor_CR2)
Wald_test(mfor_fit, constraints = constrain_zero(2:5), vcov = mfor_CR2)