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tips:rma_vs_lm_lme_lmer

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tips:rma_vs_lm_lme_lmer [2021/11/08 13:31] – Wolfgang Viechtbauertips:rma_vs_lm_lme_lmer [2022/04/22 12:00] – Wolfgang Viechtbauer
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 This can be demonstrated by extracting the estimated error variance from the ''lm'' object, multiplying the sampling variances by that value, and re-fitting the model with the ''rma()'' function: This can be demonstrated by extracting the estimated error variance from the ''lm'' object, multiplying the sampling variances by that value, and re-fitting the model with the ''rma()'' function:
 <code rsplus> <code rsplus>
-rma(yi, vi*summary(res.lm)$sigma^2, data=dat, method="EE")+rma(yi, vi*sigma(res.lm)^2, data=dat, method="EE")
 </code> </code>
 <code output> <code output>
tips/rma_vs_lm_lme_lmer.txt · Last modified: 2023/11/14 08:00 by Wolfgang Viechtbauer