"mvmeta"
. Such predictions are optionally accompanied by standard errors, prediction intervals or the entire (co)variance matrix of the predicted outcomes.
"blup"(object, se=FALSE, pi=FALSE, vcov=FALSE, pi.level=0.95, format=c("matrix","list"), aggregate=c("stat","y"), ...)
"mvmeta"
.format="matrix"
and se
or ci
are required, the results may be aggregated by statistic or by outcome. See Value.format
. For multivariate models, the aggregation is ruled by the argument aggregate
, and the results may be grouped by statistic or by outcome. If vcov=TRUE
, lists are always returned.
blup
produces (empirical) best linear unbiased predictions from mvmeta
objects. For random-effects models, predictions are given by the sum of the estimated mean outcomes from the fixed part of the model, plus study-specific deviations predicted as random effects given the between-study distribution.Predicted outcomes from blup
are a shrunk version of study-specific realizations, where study-specific estimates borrow strength from the assumption of an underlying multivariate distribution of outcomes in a (usually hypothetical) population of studies. In practice, the results from blup
represent a weighted average between population mean outcomes (estimated by the fixed part of the model) and study-specific estimates. The weights depend from the relative size of the within and between-study covariance matrices reported as components S
and Psi
in mvmeta
objects (see mvmetaObject
).
Fixed-effects models do not assume study-specific random effects, and the results of blup
for these models are identical to predict
with interval="confidence"
.
How to handle predictions for studies removed from estimation due to invalid missing pattern is determined by the na.action
argument used in mvmeta
to produce object
. If na.action=na.omit
, studies excluded from estimation will not appear, whereas if na.action=na.exclude
they will appear, with values set to NA
for all the outcomes. This step is performed by napredict
. See Note below.
In the presence of missing values in the study-specific estimated outcome y
of the fitted model, correspondent values of point estimates and covariance terms are set to 0, while the variance terms are set to 1e+10
. In this case, in practice, the study-specific estimates do not provide any information (their weight is virtually 0), and the prediction tends to the value returned by predict
with interval="prediction"
, when applied to a new but identical set of predictors. See also Note below.
predict
for standard predictions. See mvmeta-package
for an overview of the package and modelling framework.
# RUN THE MODEL
model <- mvmeta(cbind(PD,AL)~1,S=berkey98[5:7],data=berkey98)
# ONLY BLUP
blup(model)
# BLUP AND SE
blup(model,se=TRUE)
# SAME AS ABOVE, AGGREGATED BY OUTCOME, WITH PREDICTION INTERVALS
blup(model,se=TRUE,pi=TRUE,aggregate="y")
# WITH VCOV, FORCED TO A LIST
blup(model,se=TRUE,pi=TRUE,vcov=TRUE,aggregate="y")
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