| 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(nocc_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$se[ll]
}
## Warning in gam.fit3(x = args$X, y = args$y, sp = lsp, Eb = args$Eb, UrS =
## args$UrS, : Algorithm did not converge
# Linear Model for Lag1
# define model objects
tot_L1 <- matrix(NA, nrow = 12, ncol = 7)
colnames(tot_L1) <- c("Ville","Coefficient_B0","B0_CI95_Low","B0_CI95_High", "Coefficient_B1","LB_CI95_Low","B1_CI95_High")
modtot_L1<-list()
st_errb0_L1<-c()
st_errb1_L1<-c()
for(i in 1:length(villes)) {
modtot_L1[[i]]<-gam(nocc_tot~pm10_L1+pm10_L1:year+ns(time,df=round(8*length(time)/365))+ns(tempmoy,df=6)+ns(temp3,df=6)+Jours++Vacances,data=villes[[i]],family=quasipoisson)
est<-summary(modtot_L1[[i]])
tot_L1[i, 1] <- as.character(villes_name[[i]])
ll<-length(modtot_L1[[i]]$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(nocc_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 | 0.9988 | 0.9978 | 0.9999 | 1.0001 | 1.0001 | 1.0002 |
| clermont | 0.9969 | 0.9954 | 0.9985 | 1.0004 | 1.0002 | 1.0005 |
| grenoble | 0.9964 | 0.9953 | 0.9976 | 1.0004 | 1.0003 | 1.0005 |
| lehavre | 0.9989 | 0.9976 | 1.0003 | 1.0001 | 1.0000 | 1.0003 |
| lille | 1.0002 | 0.9995 | 1.0008 | 1.0000 | 0.9999 | 1.0000 |
| marseille | 1.0003 | 0.9996 | 1.0009 | 1.0000 | 0.9999 | 1.0000 |
| nantes | 0.9955 | 0.9942 | 0.9968 | 1.0005 | 1.0004 | 1.0006 |
| paris | 1.0010 | 1.0007 | 1.0014 | 0.9999 | 0.9999 | 0.9999 |
| rennes | 0.9963 | 0.9943 | 0.9983 | 1.0005 | 1.0003 | 1.0006 |
| rouen | 0.9986 | 0.9976 | 0.9997 | 1.0002 | 1.0001 | 1.0002 |
| strasbourg | 0.9993 | 0.9982 | 1.0005 | 1.0002 | 1.0001 | 1.0003 |
| toulouse | 0.9975 | 0.9963 | 0.9987 | 1.0003 | 1.0002 | 1.0004 |
| villes | Increase_2002 | Increase_2015 | Temp_change |
|---|---|---|---|
| bordeaux | 0.253 | 1.915 | 1.662 |
| clermont | 0.702 | 5.391 | 4.689 |
| grenoble | 0.695 | 5.334 | 4.639 |
| lehavre | 0.276 | 2.091 | 1.815 |
| lille | -0.082 | -0.613 | -0.531 |
| marseille | -0.071 | -0.530 | -0.460 |
| nantes | 0.986 | 7.649 | 6.663 |
| paris | -0.193 | -1.437 | -1.244 |
| rennes | 0.874 | 6.754 | 5.880 |
| rouen | 0.312 | 2.367 | 2.055 |
| strasbourg | 0.363 | 2.757 | 2.394 |
| toulouse | 0.530 | 4.046 | 3.516 |
| Ville | Coefficient_B0 | B0_CI95_Low | B0_CI95_High | Coefficient_B1 | LB_CI95_Low | B1_CI95_High |
|---|---|---|---|---|---|---|
| bordeaux | 0.9988 | 0.9978 | 0.9999 | 1.0001 | 1.0001 | 1.0002 |
| clermont | 0.9969 | 0.9954 | 0.9985 | 1.0004 | 1.0002 | 1.0005 |
| grenoble | 0.9964 | 0.9953 | 0.9976 | 1.0004 | 1.0003 | 1.0005 |
| lehavre | 0.9989 | 0.9976 | 1.0003 | 1.0001 | 1.0000 | 1.0003 |
| lille | 1.0002 | 0.9995 | 1.0008 | 1.0000 | 0.9999 | 1.0000 |
| marseille | 1.0003 | 0.9996 | 1.0009 | 1.0000 | 0.9999 | 1.0000 |
| nantes | 0.9955 | 0.9942 | 0.9968 | 1.0005 | 1.0004 | 1.0006 |
| paris | 1.0010 | 1.0007 | 1.0014 | 0.9999 | 0.9999 | 0.9999 |
| rennes | 0.9963 | 0.9943 | 0.9983 | 1.0005 | 1.0003 | 1.0006 |
| rouen | 0.9986 | 0.9976 | 0.9997 | 1.0002 | 1.0001 | 1.0002 |
| strasbourg | 0.9993 | 0.9982 | 1.0005 | 1.0002 | 1.0001 | 1.0003 |
| toulouse | 0.9975 | 0.9963 | 0.9987 | 1.0003 | 1.0002 | 1.0004 |
| villes | Increase_2002 | Increase_2015 | Temp_change |
|---|---|---|---|
| bordeaux | 0.274 | 2.076 | 1.802 |
| clermont | 0.671 | 5.145 | 4.474 |
| grenoble | 0.631 | 4.830 | 4.200 |
| lehavre | 0.266 | 2.014 | 1.748 |
| lille | -0.069 | -0.516 | -0.447 |
| marseille | -0.079 | -0.588 | -0.510 |
| nantes | 0.966 | 7.489 | 6.523 |
| paris | -0.194 | -1.443 | -1.250 |
| rennes | 0.853 | 6.581 | 5.728 |
| rouen | 0.330 | 2.504 | 2.173 |
| strasbourg | 0.379 | 2.880 | 2.500 |
| toulouse | 0.482 | 3.672 | 3.191 |
| Ville | Coefficient_B0 | B0_CI95_Low | B0_CI95_High | Coefficient_B1 | LB_CI95_Low | B1_CI95_High |
|---|---|---|---|---|---|---|
| bordeaux | 0.9988 | 0.9978 | 0.9999 | 1.0001 | 1.0001 | 1.0002 |
| clermont | 0.9969 | 0.9954 | 0.9985 | 1.0004 | 1.0002 | 1.0005 |
| grenoble | 0.9964 | 0.9953 | 0.9976 | 1.0004 | 1.0003 | 1.0005 |
| lehavre | 0.9989 | 0.9976 | 1.0003 | 1.0001 | 1.0000 | 1.0003 |
| lille | 1.0002 | 0.9995 | 1.0008 | 1.0000 | 0.9999 | 1.0000 |
| marseille | 1.0003 | 0.9996 | 1.0009 | 1.0000 | 0.9999 | 1.0000 |
| nantes | 0.9955 | 0.9942 | 0.9968 | 1.0005 | 1.0004 | 1.0006 |
| paris | 1.0010 | 1.0007 | 1.0014 | 0.9999 | 0.9999 | 0.9999 |
| rennes | 0.9963 | 0.9943 | 0.9983 | 1.0005 | 1.0003 | 1.0006 |
| rouen | 0.9986 | 0.9976 | 0.9997 | 1.0002 | 1.0001 | 1.0002 |
| strasbourg | 0.9993 | 0.9982 | 1.0005 | 1.0002 | 1.0001 | 1.0003 |
| toulouse | 0.9975 | 0.9963 | 0.9987 | 1.0003 | 1.0002 | 1.0004 |
| villes | Increase_2002 | Increase_2015 | Temp_change |
|---|---|---|---|
| bordeaux | 0.300 | 2.271 | 1.971 |
| clermont | 0.658 | 5.042 | 4.384 |
| grenoble | 0.622 | 4.765 | 4.143 |
| lehavre | 0.265 | 2.002 | 1.737 |
| lille | -0.070 | -0.526 | -0.455 |
| marseille | -0.091 | -0.677 | -0.586 |
| nantes | 0.956 | 7.401 | 6.446 |
| paris | -0.178 | -1.331 | -1.152 |
| rennes | 0.833 | 6.423 | 5.590 |
| rouen | 0.330 | 2.506 | 2.175 |
| strasbourg | 0.442 | 3.361 | 2.919 |
| toulouse | 0.513 | 3.914 | 3.401 |
## Increase_2002 Increase_2015 Temp_change
## intrcpt 0.380617 2.890759 2.510142
## Increase_2002 Increase_2015 Temp_change
## intrcpt 0.367635 2.790857 2.423222
## Increase_2002 Increase_2015 Temp_change
## intrcpt 0.3728513 2.830965 2.458114
# 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(nocc_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(nocc_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]]$year,"ns",knots=c(4,7,11))
yr<-year[[i]]
nl_modtot_L2[[i]]<-gam(nocc_tot~pm10_L2+pm10_L2:yr+ns(time,df=round(8*length(time)/365))+ns(tempmoy,df=6)+ns(temp3,df=6)+Jours++Vacances,data=villes[[i]],family=quasipoisson)
est<-summary(nl_modtot_L2[[i]])
nl_coeffB0_L2[i,1] <- as.character(villes_name[[i]])
nl_coeffB1_L2[i,1] <- as.character(villes_name[[i]])
ll<-length(nl_modtot_L2[[i]]$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 -0.0005 0.0005 -1.0893 0.2760 -0.0014 0.0004
## y2 -0.0001 0.0004 -0.3578 0.7205 -0.0008 0.0006
## y3 -0.0012 0.0007 -1.5655 0.1175 -0.0026 0.0003
## y4 0.0045 0.0008 5.4632 0.0000 0.0029 0.0061 ***
## ---
## 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 0.0014 y1 y2 y3
## y2 0.0011 0.4871
## y3 0.0023 0.9057 0.8114
## y4 0.0027 0.7224 0.9558 0.9475
##
## Multivariate Cochran Q-test for heterogeneity:
## Q = 403.9164 (df = 44), p-value = 0.0000
## I-square statistic = 89.1%
##
## 12 studies, 48 observations, 4 fixed and 10 random-effects parameters
## logLik AIC BIC
## 247.8010 -467.6020 -441.4052
## 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 -0.0006 0.0004 -1.3867 0.1655 -0.0015 0.0003
## y2 -0.0001 0.0003 -0.3491 0.7270 -0.0008 0.0006
## y3 -0.0013 0.0007 -1.8016 0.0716 -0.0028 0.0001 .
## y4 0.0043 0.0008 5.4946 0.0000 0.0028 0.0058 ***
## ---
## 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 0.0013 y1 y2 y3
## y2 0.0010 0.5220
## y3 0.0022 0.9246 0.8076
## y4 0.0026 0.6856 0.9788 0.9113
##
## Multivariate Cochran Q-test for heterogeneity:
## Q = 383.4221 (df = 44), p-value = 0.0000
## I-square statistic = 88.5%
##
## 12 studies, 48 observations, 4 fixed and 10 random-effects parameters
## logLik AIC BIC
## 248.8098 -469.6196 -443.4227
## 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 -0.0007 0.0004 -1.7009 0.0890 -0.0015 0.0001 .
## y2 -0.0001 0.0003 -0.1567 0.8755 -0.0007 0.0006
## y3 -0.0013 0.0007 -1.7982 0.0721 -0.0027 0.0001 .
## y4 0.0042 0.0008 5.4678 0.0000 0.0027 0.0058 ***
## ---
## 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 0.0012 y1 y2 y3
## y2 0.0010 0.5862
## y3 0.0021 0.9181 0.8593
## y4 0.0025 0.7350 0.9802 0.9435
##
## Multivariate Cochran Q-test for heterogeneity:
## Q = 375.7338 (df = 44), p-value = 0.0000
## I-square statistic = 88.3%
##
## 12 studies, 48 observations, 4 fixed and 10 random-effects parameters
## logLik AIC BIC
## 249.0245 -470.0490 -443.8522