Returns the variance-covariance matrix of the main parameters of a fitted model object.
# S3 method for riley
vcov(object, ...)
A matrix of the estimated covariances between the parameter estimates in the Riley model: logit of sensitivity (mu1), logit of false positive rate (mu2
), additional variation of mu1
beyond sampling error (psi1
), additional variation of mu2
beyond sampling error (psi2
) and a transformation of the correlation between psi1
and psi2
(rhoT
). The original correlation is given as inv.logit(rhoT)*2-1
.
a riley
object.
arguments to be passed on to other functions
Thomas Debray <thomas.debray@gmail.com>
The variance-covariance matrix is obtained from the inverse Hessian as provided by optim
.
Riley, RD., Thompson, JR., & Abrams, KR. (2008). “An alternative model for bivariate random-effects meta-analysis when the within-study correlations are unknown.” Biostatistics, 9, 172--186.
riley