Cluster-robust estimators for multivariate mixed-effects meta-regression

DOI10.1016/j.csda.2022.107631arXiv2203.02234OpenAlexW4304890994MaRDI QIDQ6111506

Wolfgang Viechtbauer, Markus Pauly, Thilo Welz

Publication date: 7 July 2023

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.02234

zbMATH Keywords

multivariate analysismixed-effects modelsmeta-regressioncluster-robust estimators

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

• Validation of Surrogate end Points in Multiple Randomized Clinical Trials with Failure Time end Points
• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Asymptotic inference under heteroskedasticity of unknown form
• MATS: inference for potentially singular and heteroscedastic MANOVA
• Multivariate analysis of covariance with potentially singular covariance matrices and non-normal responses
• Permuting longitudinal data in spite of the dependencies
• Inference Under Heteroskedasticity and Leveraged Data