| Ville | Minimum | X1st.Qu | Median | Mean | X3rd.Qu | Max | NA.s |
|---|---|---|---|---|---|---|---|
| bordeaux | 0.0000000 | 17.00000 | 22.33333 | 24.68781 | 29.49141 | 101.66667 | 128 |
| clermont | 2.0000000 | 12.50000 | 17.25000 | 19.75139 | 24.00000 | 105.75000 | 1 |
| grenoble | 3.3333333 | 17.17448 | 24.09375 | 27.45367 | 34.00000 | 110.50000 | 172 |
| lehavre | 5.0416667 | 16.66667 | 21.66667 | 24.81355 | 29.66667 | 123.66667 | 20 |
| lille | 0.0000000 | 16.50000 | 22.00000 | 25.53733 | 30.50000 | 131.00000 | 132 |
| marseille | 4.8229167 | 22.33333 | 30.33333 | 32.00210 | 39.33333 | 120.00000 | 66 |
| nantes | 4.5000000 | 15.00000 | 19.33333 | 21.77588 | 25.79027 | 112.00000 | 55 |
| paris | 8.0000000 | 23.00000 | 29.00000 | 31.88335 | 37.57474 | 153.50000 | 3 |
| rennes | 0.0000000 | 12.50000 | 17.00000 | 19.34861 | 23.00000 | 101.50000 | 67 |
| rouen | 0.3958333 | 17.50000 | 22.50000 | 25.40337 | 29.50000 | 116.50000 | 39 |
| strasbourg | 2.0000000 | 16.18750 | 22.66667 | 25.66733 | 31.66667 | 167.00000 | 106 |
| toulouse | 3.2000000 | 14.40000 | 19.60000 | 21.18753 | 26.00000 | 95.33333 | 30 |
## change year variable with numeric ordinal number
for (i in 1:length(villes)){
villes[[i]]$year<-as.numeric(villes[[i]]$annee)
}
# define model objects
tot <- matrix(NA, nrow = 12, ncol = 7)
colnames(tot) <- c("Ville","Coefficient_B0","B0_CI95_Low","B0_CI95_High", "Coefficient_B1","LB_CI95_Low","B1_CI95_High")
modtot<-list()
st_errb0<-c()
st_errb1<-c()
# Linear Model for Lag0
for(i in 1:length(villes)) {
modtot[[i]]<-gam(cv_tot~pm10+pm10:year+ns(time,df=round(8*length(time)/365))+ns(tempmoy,df=6)+ns(temp3,df=6)+Jours++Vacances,data=villes[[i]],family=quasipoisson)
est<-summary(modtot[[i]])
tot[i, 1] <- as.character(villes_name[[i]])
ll<-length(modtot[[i]]$coefficients)
tot[i, 2] <- modtot[[i]]$coefficients[2]
tot[i, 3] <- modtot[[i]]$coefficients[2]-(1.96*est$se[2])
tot[i, 4] <- modtot[[i]]$coefficients[2]+(1.96*est$se[2])
tot[i, 5] <- modtot[[i]]$coefficients[ll]
tot[i, 6] <- modtot[[i]]$coefficients[ll]-(1.96*est$se[ll])
tot[i, 7] <- modtot[[i]]$coefficients[ll]+(1.96*est$se[ll])
st_errb0[i]<- est$se[2]
st_errb1[i]<- est$se[ll]
}
# Linear Model for Lag1
# define model objects
tot_L1 <- matrix(NA, nrow = 12, ncol = 7)
colnames(tot_L1) <- c("Ville","Coefficient_B0","B0_CI95_Low","B0_CI95_High", "Coefficient_B1","LB_CI95_Low","B1_CI95_High")
modtot_L1<-list()
st_errb0_L1<-c()
st_errb1_L1<-c()
for(i in 1:length(villes)) {
modtot_L1[[i]]<-gam(cv_tot~pm10_L1+pm10_L1:year+ns(time,df=round(8*length(time)/365))+ns(tempmoy,df=6)+ns(temp3,df=6)+Jours++Vacances,data=villes[[i]],family=quasipoisson)
est<-summary(modtot_L1[[i]])
tot_L1[i, 1] <- as.character(villes_name[[i]])
ll<-length(modtot_L1[[i]]$coefficients)
tot_L1[i, 2] <- modtot_L1[[i]]$coefficients[2]
tot_L1[i, 3] <- modtot_L1[[i]]$coefficients[2]-(1.96*est$se[2])
tot_L1[i, 4] <- modtot_L1[[i]]$coefficients[2]+(1.96*est$se[2])
tot_L1[i, 5] <- modtot_L1[[i]]$coefficients[ll]
tot_L1[i, 6] <- modtot_L1[[i]]$coefficients[ll]-(1.96*est$se[ll])
tot_L1[i, 7] <- modtot_L1[[i]]$coefficients[ll]+(1.96*est$se[ll])
st_errb0_L1[i]<- est$se[2]
st_errb1_L1[i]<- est$se[ll]
}
# Linear Model for Lag2
# define model objects
tot_L2 <- matrix(NA, nrow = 12, ncol = 7)
colnames(tot_L2) <- c("Ville","Coefficient_B0","B0_CI95_Low","B0_CI95_High", "Coefficient_B1","LB_CI95_Low","B1_CI95_High")
modtot_L2<-list()
st_errb0_L2<-c()
st_errb1_L2<-c()
for(i in 1:length(villes)) {
modtot_L2[[i]]<-gam(cv_tot~pm10_L2+pm10_L2:year+ns(time,df=round(8*length(time)/365))+ns(tempmoy,df=6)+ns(temp3,df=6)+Jours++Vacances,data=villes[[i]],family=quasipoisson)
est<-summary(modtot_L2[[i]])
tot_L2[i, 1] <- as.character(villes_name[[i]])
ll<-length(modtot_L2[[i]]$coefficients)
tot_L2[i, 2] <- modtot_L2[[i]]$coefficients[2]
tot_L2[i, 3] <- modtot_L2[[i]]$coefficients[2]-(1.96*est$se[2])
tot_L2[i, 4] <- modtot_L2[[i]]$coefficients[2]+(1.96*est$se[2])
tot_L2[i, 5] <- modtot_L2[[i]]$coefficients[ll]
tot_L2[i, 6] <- modtot_L2[[i]]$coefficients[ll]-(1.96*est$se[ll])
tot_L2[i, 7] <- modtot_L2[[i]]$coefficients[ll]+(1.96*est$se[ll])
st_errb0_L2[i]<- est$se[2]
st_errb1_L2[i]<- est$se[ll]
}
| Ville | Coefficient_B0 | B0_CI95_Low | B0_CI95_High | Coefficient_B1 | LB_CI95_Low | B1_CI95_High |
|---|---|---|---|---|---|---|
| bordeaux | 1.0065 | 1.0046 | 1.0084 | 0.9993 | 0.9991 | 0.9994 |
| clermont | 1.0046 | 1.0017 | 1.0075 | 0.9994 | 0.9992 | 0.9997 |
| grenoble | 1.0001 | 0.9980 | 1.0021 | 1.0000 | 0.9998 | 1.0001 |
| lehavre | 1.0020 | 0.9995 | 1.0045 | 1.0000 | 0.9998 | 1.0002 |
| lille | 1.0054 | 1.0041 | 1.0067 | 0.9994 | 0.9993 | 0.9995 |
| marseille | 1.0044 | 1.0032 | 1.0056 | 0.9994 | 0.9993 | 0.9995 |
| nantes | 1.0015 | 0.9991 | 1.0040 | 0.9999 | 0.9997 | 1.0001 |
| paris | 1.0053 | 1.0047 | 1.0060 | 0.9994 | 0.9993 | 0.9994 |
| rennes | 0.9993 | 0.9955 | 1.0030 | 1.0001 | 0.9998 | 1.0004 |
| rouen | 1.0023 | 1.0003 | 1.0043 | 0.9997 | 0.9995 | 0.9998 |
| strasbourg | 1.0038 | 1.0018 | 1.0058 | 0.9996 | 0.9994 | 0.9997 |
| toulouse | 1.0079 | 1.0057 | 1.0100 | 0.9990 | 0.9988 | 0.9992 |
| villes | Increase_2002 | Increase_2015 | Temp_change |
|---|---|---|---|
| bordeaux | -1.560 | -11.162 | -9.601 |
| clermont | -1.219 | -8.803 | -7.584 |
| grenoble | -0.047 | -0.349 | -0.302 |
| lehavre | 0.049 | 0.366 | 0.317 |
| lille | -1.239 | -8.949 | -7.709 |
| marseille | -1.169 | -8.452 | -7.283 |
| nantes | -0.185 | -1.379 | -1.194 |
| paris | -1.315 | -9.473 | -8.158 |
| rennes | 0.263 | 1.988 | 1.725 |
| rouen | -0.692 | -5.077 | -4.385 |
| strasbourg | -0.910 | -6.631 | -5.722 |
| toulouse | -2.128 | -14.976 | -12.848 |
| Ville | Coefficient_B0 | B0_CI95_Low | B0_CI95_High | Coefficient_B1 | LB_CI95_Low | B1_CI95_High |
|---|---|---|---|---|---|---|
| bordeaux | 1.0065 | 1.0046 | 1.0084 | 0.9993 | 0.9991 | 0.9994 |
| clermont | 1.0046 | 1.0017 | 1.0075 | 0.9994 | 0.9992 | 0.9997 |
| grenoble | 1.0001 | 0.9980 | 1.0021 | 1.0000 | 0.9998 | 1.0001 |
| lehavre | 1.0020 | 0.9995 | 1.0045 | 1.0000 | 0.9998 | 1.0002 |
| lille | 1.0054 | 1.0041 | 1.0067 | 0.9994 | 0.9993 | 0.9995 |
| marseille | 1.0044 | 1.0032 | 1.0056 | 0.9994 | 0.9993 | 0.9995 |
| nantes | 1.0015 | 0.9991 | 1.0040 | 0.9999 | 0.9997 | 1.0001 |
| paris | 1.0053 | 1.0047 | 1.0060 | 0.9994 | 0.9993 | 0.9994 |
| rennes | 0.9993 | 0.9955 | 1.0030 | 1.0001 | 0.9998 | 1.0004 |
| rouen | 1.0023 | 1.0003 | 1.0043 | 0.9997 | 0.9995 | 0.9998 |
| strasbourg | 1.0038 | 1.0018 | 1.0058 | 0.9996 | 0.9994 | 0.9997 |
| toulouse | 1.0079 | 1.0057 | 1.0100 | 0.9990 | 0.9988 | 0.9992 |
| villes | Increase_2002 | Increase_2015 | Temp_change |
|---|---|---|---|
| bordeaux | -1.570 | -11.233 | -9.663 |
| clermont | -1.201 | -8.683 | -7.482 |
| grenoble | -0.190 | -1.414 | -1.225 |
| lehavre | 0.119 | 0.898 | 0.779 |
| lille | -1.173 | -8.485 | -7.312 |
| marseille | -1.187 | -8.577 | -7.391 |
| nantes | -0.165 | -1.229 | -1.064 |
| paris | -1.317 | -9.484 | -8.168 |
| rennes | 0.255 | 1.927 | 1.672 |
| rouen | -0.654 | -4.806 | -4.152 |
| strasbourg | -0.907 | -6.612 | -5.705 |
| toulouse | -2.180 | -15.321 | -13.141 |
| Ville | Coefficient_B0 | B0_CI95_Low | B0_CI95_High | Coefficient_B1 | LB_CI95_Low | B1_CI95_High |
|---|---|---|---|---|---|---|
| bordeaux | 1.0065 | 1.0046 | 1.0084 | 0.9993 | 0.9991 | 0.9994 |
| clermont | 1.0046 | 1.0017 | 1.0075 | 0.9994 | 0.9992 | 0.9997 |
| grenoble | 1.0001 | 0.9980 | 1.0021 | 1.0000 | 0.9998 | 1.0001 |
| lehavre | 1.0020 | 0.9995 | 1.0045 | 1.0000 | 0.9998 | 1.0002 |
| lille | 1.0054 | 1.0041 | 1.0067 | 0.9994 | 0.9993 | 0.9995 |
| marseille | 1.0044 | 1.0032 | 1.0056 | 0.9994 | 0.9993 | 0.9995 |
| nantes | 1.0015 | 0.9991 | 1.0040 | 0.9999 | 0.9997 | 1.0001 |
| paris | 1.0053 | 1.0047 | 1.0060 | 0.9994 | 0.9993 | 0.9994 |
| rennes | 0.9993 | 0.9955 | 1.0030 | 1.0001 | 0.9998 | 1.0004 |
| rouen | 1.0023 | 1.0003 | 1.0043 | 0.9997 | 0.9995 | 0.9998 |
| strasbourg | 1.0038 | 1.0018 | 1.0058 | 0.9996 | 0.9994 | 0.9997 |
| toulouse | 1.0079 | 1.0057 | 1.0100 | 0.9990 | 0.9988 | 0.9992 |
| villes | Increase_2002 | Increase_2015 | Temp_change |
|---|---|---|---|
| bordeaux | -1.509 | -10.810 | -9.301 |
| clermont | -1.138 | -8.241 | -7.102 |
| grenoble | -0.284 | -2.113 | -1.829 |
| lehavre | 0.038 | 0.286 | 0.248 |
| lille | -1.170 | -8.465 | -7.295 |
| marseille | -1.206 | -8.715 | -7.509 |
| nantes | -0.181 | -1.346 | -1.166 |
| paris | -1.302 | -9.383 | -8.081 |
| rennes | 0.229 | 1.729 | 1.500 |
| rouen | -0.741 | -5.427 | -4.686 |
| strasbourg | -0.771 | -5.644 | -4.873 |
| toulouse | -2.029 | -14.321 | -12.292 |
## Increase_2002 Increase_2015 Temp_change
## intrcpt -0.8533283 -6.231571 -5.378243
## Increase_2002 Increase_2015 Temp_change
## intrcpt -0.8546975 -6.241711 -5.387014
## Increase_2002 Increase_2015 Temp_change
## intrcpt -0.8507206 -6.213144 -5.362423
# Non-Linear Model for Lag0
for(i in 1:length(villes)) {
year[[i]] <- onebasis(villes[[i]]$year,"ns",knots=c(4,7,11))
yr<-year[[i]]
nl_modtot[[i]]<-gam(cv_tot~pm10+pm10:yr+ns(time,df=round(8*length(time)/365))+ns(tempmoy,df=6)+ns(temp3,df=6)+Jours++Vacances,data=villes[[i]],family=quasipoisson)
est<-summary(nl_modtot[[i]])
nl_coeffB0[i,1] <- as.character(villes_name[[i]])
nl_coeffB1[i,1] <- as.character(villes_name[[i]])
ll<-length(nl_modtot[[i]]$coefficients)
nl_coeffB0[i, 2] <- nl_modtot[[i]]$coefficients[2]
nl_coeffB0[i, 3] <- nl_modtot[[i]]$coefficients[2]-(1.96*est$se[2])
nl_coeffB0[i, 4] <- nl_modtot[[i]]$coefficients[2]+(1.96*est$se[2])
nl_coeffB1[i, 2] <- nl_modtot[[i]]$coefficients[ll-3]
nl_coeffB1[i, 3] <- nl_modtot[[i]]$coefficients[ll-3]-(1.96*est$se[ll-3])
nl_coeffB1[i, 4] <- nl_modtot[[i]]$coefficients[ll-3]+(1.96*est$se[ll-3])
nl_coeffB1[i, 5] <- nl_modtot[[i]]$coefficients[ll-2]
nl_coeffB1[i, 6] <- nl_modtot[[i]]$coefficients[ll-2]-(1.96*est$se[ll-2])
nl_coeffB1[i, 7] <- nl_modtot[[i]]$coefficients[ll-2]+(1.96*est$se[ll-2])
nl_coeffB1[i, 8] <- nl_modtot[[i]]$coefficients[ll-1]
nl_coeffB1[i, 9] <- nl_modtot[[i]]$coefficients[ll-1]-(1.96*est$se[ll-1])
nl_coeffB1[i, 10] <- nl_modtot[[i]]$coefficients[ll]+(1.96*est$se[ll-1])
nl_coeffB1[i, 11] <- nl_modtot[[i]]$coefficients[ll]
nl_coeffB1[i, 12] <- nl_modtot[[i]]$coefficients[ll]-(1.96*est$se[ll])
nl_coeffB1[i, 13] <- nl_modtot[[i]]$coefficients[ll]+(1.96*est$se[ll])
# nl_st_errb0[i]<- est$se[2]
# nl_st_errb11[i]<- est$se[ll-3]
# nl_st_errb12[i]<- est$se[ll-2]
# nl_st_errb13[i]<- est$se[ll-1]
# nl_st_errb14[i]<- est$se[ll]
pred_nnlin[[i]]<-crosspred(yr,nl_modtot[[i]],cen=0)
y_nl[i,] <- pred_nnlin[[i]]$coef
S_nl[[i]] <- pred_nnlin[[i]]$vcov
}
# Non-Linear Model for Lag1
for(i in 1:length(villes)) {
year[[i]] <- onebasis(villes[[i]]$year,"ns",knots=c(4,7,11))
yr<-year[[i]]
nl_modtot_L1[[i]]<-gam(cv_tot~pm10_L1+pm10_L1:yr+ns(time,df=round(8*length(time)/365))+ns(tempmoy,df=6)+ns(temp3,df=6)+Jours++Vacances,data=villes[[i]],family=quasipoisson)
est<-summary(nl_modtot_L1[[i]])
nl_coeffB0_L1[i,1] <- as.character(villes_name[[i]])
nl_coeffB1_L1[i,1] <- as.character(villes_name[[i]])
ll<-length(nl_modtot_L1[[i]]$coefficients)
nl_coeffB0_L1[i, 2] <- nl_modtot_L1[[i]]$coefficients[2]
nl_coeffB0_L1[i, 3] <- nl_modtot_L1[[i]]$coefficients[2]-(1.96*est$se[2])
nl_coeffB0_L1[i, 4] <- nl_modtot_L1[[i]]$coefficients[2]+(1.96*est$se[2])
nl_coeffB1_L1[i, 2] <- nl_modtot_L1[[i]]$coefficients[ll-3]
nl_coeffB1_L1[i, 3] <- nl_modtot_L1[[i]]$coefficients[ll-3]-(1.96*est$se[ll-3])
nl_coeffB1_L1[i, 4] <- nl_modtot_L1[[i]]$coefficients[ll-3]+(1.96*est$se[ll-3])
nl_coeffB1_L1[i, 5] <- nl_modtot_L1[[i]]$coefficients[ll-2]
nl_coeffB1_L1[i, 6] <- nl_modtot_L1[[i]]$coefficients[ll-2]-(1.96*est$se[ll-2])
nl_coeffB1_L1[i, 7] <- nl_modtot_L1[[i]]$coefficients[ll-2]+(1.96*est$se[ll-2])
nl_coeffB1_L1[i, 8] <- nl_modtot_L1[[i]]$coefficients[ll-1]
nl_coeffB1_L1[i, 9] <- nl_modtot_L1[[i]]$coefficients[ll-1]-(1.96*est$se[ll-1])
nl_coeffB1_L1[i, 10] <- nl_modtot_L1[[i]]$coefficients[ll]+(1.96*est$se[ll-1])
nl_coeffB1_L1[i, 11] <- nl_modtot_L1[[i]]$coefficients[ll]
nl_coeffB1_L1[i, 12] <- nl_modtot_L1[[i]]$coefficients[ll]-(1.96*est$se[ll])
nl_coeffB1_L1[i, 13] <- nl_modtot_L1[[i]]$coefficients[ll]+(1.96*est$se[ll])
pred_nnlin_L1[[i]]<-crosspred(yr,nl_modtot_L1[[i]],cen=0)
y_nl_L1[i,] <- pred_nnlin_L1[[i]]$coef
S_nl_L1[[i]] <- pred_nnlin_L1[[i]]$vcov
}
# Non-Linear Model for Lag2
for(i in 1:length(villes)) {
year[[i]] <- onebasis(villes[[i]]$year,"ns",knots=c(4,7,11))
yr<-year[[i]]
nl_modtot_L2[[i]]<-gam(cv_tot~pm10_L2+pm10_L2:yr+ns(time,df=round(8*length(time)/365))+ns(tempmoy,df=6)+ns(temp3,df=6)+Jours++Vacances,data=villes[[i]],family=quasipoisson)
est<-summary(nl_modtot_L2[[i]])
nl_coeffB0_L2[i,1] <- as.character(villes_name[[i]])
nl_coeffB1_L2[i,1] <- as.character(villes_name[[i]])
ll<-length(nl_modtot_L2[[i]]$coefficients)
nl_coeffB0_L2[i, 2] <- nl_modtot_L2[[i]]$coefficients[2]
nl_coeffB0_L2[i, 3] <- nl_modtot_L2[[i]]$coefficients[2]-(1.96*est$se[2])
nl_coeffB0_L2[i, 4] <- nl_modtot_L2[[i]]$coefficients[2]+(1.96*est$se[2])
nl_coeffB1_L2[i, 2] <- nl_modtot_L2[[i]]$coefficients[ll-3]
nl_coeffB1_L2[i, 3] <- nl_modtot_L2[[i]]$coefficients[ll-3]-(1.96*est$se[ll-3])
nl_coeffB1_L2[i, 4] <- nl_modtot_L2[[i]]$coefficients[ll-3]+(1.96*est$se[ll-3])
nl_coeffB1_L2[i, 5] <- nl_modtot_L2[[i]]$coefficients[ll-2]
nl_coeffB1_L2[i, 6] <- nl_modtot_L2[[i]]$coefficients[ll-2]-(1.96*est$se[ll-2])
nl_coeffB1_L2[i, 7] <- nl_modtot_L2[[i]]$coefficients[ll-2]+(1.96*est$se[ll-2])
nl_coeffB1_L2[i, 8] <- nl_modtot_L2[[i]]$coefficients[ll-1]
nl_coeffB1_L2[i, 9] <- nl_modtot_L2[[i]]$coefficients[ll-1]-(1.96*est$se[ll-1])
nl_coeffB1_L2[i, 10] <- nl_modtot_L2[[i]]$coefficients[ll]+(1.96*est$se[ll-1])
nl_coeffB1_L2[i, 11] <- nl_modtot_L2[[i]]$coefficients[ll]
nl_coeffB1_L2[i, 12] <- nl_modtot_L2[[i]]$coefficients[ll]-(1.96*est$se[ll])
nl_coeffB1_L2[i, 13] <- nl_modtot_L2[[i]]$coefficients[ll]+(1.96*est$se[ll])
pred_nnlin_L2[[i]]<-crosspred(yr,nl_modtot_L2[[i]],cen=0)
y_nl_L2[i,] <- pred_nnlin_L2[[i]]$coef
S_nl_L2[[i]] <- pred_nnlin_L2[[i]]$vcov
}
## Call: mvmeta(formula = y_nl ~ 1, S = S_nl, method = "ml")
##
## Multivariate random-effects meta-analysis
## Dimension: 4
## Estimation method: ML
##
## Fixed-effects coefficients
## Estimate Std. Error z Pr(>|z|) 95%ci.lb 95%ci.ub
## y1 -0.0029 0.0006 -5.2692 0.0000 -0.0040 -0.0018 ***
## y2 -0.0055 0.0011 -4.9205 0.0000 -0.0076 -0.0033 ***
## y3 -0.0095 0.0015 -6.3377 0.0000 -0.0125 -0.0066 ***
## y4 -0.0030 0.0012 -2.5475 0.0108 -0.0054 -0.0007 *
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Between-study random-effects (co)variance components
## Structure: General positive-definite
## Std. Dev Corr
## y1 0.0016 y1 y2 y3
## y2 0.0035 0.7905
## y3 0.0048 0.9575 0.9335
## y4 0.0036 0.9825 0.6625 0.8870
##
## Multivariate Cochran Q-test for heterogeneity:
## Q = 202.1117 (df = 44), p-value = 0.0000
## I-square statistic = 78.2%
##
## 12 studies, 48 observations, 4 fixed and 10 random-effects parameters
## logLik AIC BIC
## 220.4507 -412.9014 -386.7046
## Call: mvmeta(formula = y_nl_L1 ~ 1, S = S_nl_L1, method = "ml")
##
## Multivariate random-effects meta-analysis
## Dimension: 4
## Estimation method: ML
##
## Fixed-effects coefficients
## Estimate Std. Error z Pr(>|z|) 95%ci.lb 95%ci.ub
## y1 -0.0030 0.0006 -5.3705 0.0000 -0.0042 -0.0019 ***
## y2 -0.0055 0.0010 -5.2990 0.0000 -0.0075 -0.0035 ***
## y3 -0.0097 0.0015 -6.5720 0.0000 -0.0126 -0.0068 ***
## y4 -0.0030 0.0012 -2.3886 0.0169 -0.0054 -0.0005 *
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Between-study random-effects (co)variance components
## Structure: General positive-definite
## Std. Dev Corr
## y1 0.0016 y1 y2 y3
## y2 0.0032 0.7803
## y3 0.0047 0.9658 0.9158
## y4 0.0039 0.9911 0.6902 0.9227
##
## Multivariate Cochran Q-test for heterogeneity:
## Q = 197.9010 (df = 44), p-value = 0.0000
## I-square statistic = 77.8%
##
## 12 studies, 48 observations, 4 fixed and 10 random-effects parameters
## logLik AIC BIC
## 221.2760 -414.5519 -388.3551
## Call: mvmeta(formula = y_nl_L2 ~ 1, S = S_nl_L2, method = "ml")
##
## Multivariate random-effects meta-analysis
## Dimension: 4
## Estimation method: ML
##
## Fixed-effects coefficients
## Estimate Std. Error z Pr(>|z|) 95%ci.lb 95%ci.ub
## y1 -0.0029 0.0005 -5.3413 0.0000 -0.0040 -0.0019 ***
## y2 -0.0054 0.0010 -5.4234 0.0000 -0.0074 -0.0035 ***
## y3 -0.0095 0.0013 -7.1951 0.0000 -0.0121 -0.0069 ***
## y4 -0.0031 0.0012 -2.6642 0.0077 -0.0053 -0.0008 **
## ---
## Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
##
## Between-study random-effects (co)variance components
## Structure: General positive-definite
## Std. Dev Corr
## y1 0.0015 y1 y2 y3
## y2 0.0031 0.5240
## y3 0.0040 0.8604 0.8849
## y4 0.0035 0.9910 0.6335 0.9210
##
## Multivariate Cochran Q-test for heterogeneity:
## Q = 178.9844 (df = 44), p-value = 0.0000
## I-square statistic = 75.4%
##
## 12 studies, 48 observations, 4 fixed and 10 random-effects parameters
## logLik AIC BIC
## 221.4674 -414.9348 -388.7380