Descriptive Statistics for O3

Descriptive Statistics for o3
Ville Minimum X1st.Qu Median Mean X3rd.Qu Max NA.s
bordeaux 1.9154062 51.33333 70.95833 70.70046 89.16369 169.5000 NA
clermont 1.7321429 54.12500 72.68750 72.06568 90.12500 178.5625 138
grenoble 0.4375000 35.51116 65.96875 65.82133 91.66518 185.8750 NA
lehavre 2.1250000 57.25000 70.62500 69.51529 82.12500 184.5000 59
lille 0.1666667 41.00000 59.00000 58.91898 74.75000 207.1250 239
marseille 3.1250000 54.75000 79.59742 77.44850 99.62500 185.6250 16
nantes 3.1250000 55.00000 70.37500 71.71581 87.62500 216.5000 71
paris 0.8592206 37.65048 57.72942 59.16113 77.16338 216.3857 NA
rennes 1.5625000 52.12500 65.93750 66.48971 80.25005 213.5625 17
rouen 1.2972346 46.96354 63.34375 63.70247 79.04688 178.6607 NA
strasbourg 0.0000000 36.75000 62.87500 64.30176 87.75000 206.5000 99
toulouse 1.6250000 57.31250 76.27500 76.08195 94.61250 180.9594 NA

Linear Interaction Model

Models For Lag0, Lag1 and La2 exposure

## 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(respi_tot~o3.x+o3.x: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(respi_tot~o3_L1+o3_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(respi_tot~o3_L2+o3_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]
}

Results For Lag0 exposure

Ville Coefficient_B0 B0_CI95_Low B0_CI95_High Coefficient_B1 LB_CI95_Low B1_CI95_High
bordeaux 0.9983 0.9960 1.0006 1.0002 1.0001 1.0003
clermont 0.9984 0.9952 1.0015 1.0003 1.0002 1.0005
grenoble 0.9996 0.9972 1.0021 1.0003 1.0002 1.0005
lehavre 0.9994 0.9961 1.0028 1.0000 0.9998 1.0002
lille 1.0008 0.9993 1.0022 1.0001 1.0000 1.0001
marseille 0.9997 0.9982 1.0012 1.0002 1.0001 1.0002
nantes 1.0005 0.9979 1.0032 1.0003 1.0002 1.0004
paris 1.0001 0.9993 1.0009 1.0000 0.9999 1.0000
rennes 1.0004 0.9968 1.0039 1.0000 0.9998 1.0002
rouen 0.9989 0.9962 1.0015 1.0001 0.9999 1.0002
strasbourg 0.9984 0.9961 1.0006 1.0003 1.0002 1.0005
toulouse 0.9997 0.9972 1.0021 1.0002 1.0001 1.0003
villes Increase_2002 Increase_2015 Temp_change
bordeaux 0.320 2.428 2.107
clermont 0.689 5.283 4.595
grenoble 0.623 4.771 4.148
lehavre -0.011 -0.081 -0.070
lille 0.122 0.920 0.798
marseille 0.347 2.636 2.288
nantes 0.610 4.668 4.058
paris -0.016 -0.119 -0.103
rennes 0.021 0.161 0.139
rouen 0.155 1.172 1.017
strasbourg 0.644 4.936 4.292
toulouse 0.342 2.595 2.253

Results For Lag1 exposure

Ville Coefficient_B0 B0_CI95_Low B0_CI95_High Coefficient_B1 LB_CI95_Low B1_CI95_High
bordeaux 0.9983 0.9960 1.0006 1.0002 1.0001 1.0003
clermont 0.9984 0.9952 1.0015 1.0003 1.0002 1.0005
grenoble 0.9996 0.9972 1.0021 1.0003 1.0002 1.0005
lehavre 0.9994 0.9961 1.0028 1.0000 0.9998 1.0002
lille 1.0008 0.9993 1.0022 1.0001 1.0000 1.0001
marseille 0.9997 0.9982 1.0012 1.0002 1.0001 1.0002
nantes 1.0005 0.9979 1.0032 1.0003 1.0002 1.0004
paris 1.0001 0.9993 1.0009 1.0000 0.9999 1.0000
rennes 1.0004 0.9968 1.0039 1.0000 0.9998 1.0002
rouen 0.9989 0.9962 1.0015 1.0001 0.9999 1.0002
strasbourg 0.9984 0.9961 1.0006 1.0003 1.0002 1.0005
toulouse 0.9997 0.9972 1.0021 1.0002 1.0001 1.0003
villes Increase_2002 Increase_2015 Temp_change
bordeaux 0.326 2.468 2.142
clermont 0.698 5.358 4.660
grenoble 0.503 3.833 3.331
lehavre -0.046 -0.346 -0.300
lille 0.113 0.851 0.738
marseille 0.361 2.742 2.380
nantes 0.614 4.695 4.081
paris -0.001 -0.010 -0.009
rennes 0.002 0.017 0.015
rouen 0.165 1.245 1.080
strasbourg 0.643 4.927 4.284
toulouse 0.317 2.405 2.087

Results For Lag2 exposure

Ville Coefficient_B0 B0_CI95_Low B0_CI95_High Coefficient_B1 LB_CI95_Low B1_CI95_High
bordeaux 0.9983 0.9960 1.0006 1.0002 1.0001 1.0003
clermont 0.9984 0.9952 1.0015 1.0003 1.0002 1.0005
grenoble 0.9996 0.9972 1.0021 1.0003 1.0002 1.0005
lehavre 0.9994 0.9961 1.0028 1.0000 0.9998 1.0002
lille 1.0008 0.9993 1.0022 1.0001 1.0000 1.0001
marseille 0.9997 0.9982 1.0012 1.0002 1.0001 1.0002
nantes 1.0005 0.9979 1.0032 1.0003 1.0002 1.0004
paris 1.0001 0.9993 1.0009 1.0000 0.9999 1.0000
rennes 1.0004 0.9968 1.0039 1.0000 0.9998 1.0002
rouen 0.9989 0.9962 1.0015 1.0001 0.9999 1.0002
strasbourg 0.9984 0.9961 1.0006 1.0003 1.0002 1.0005
toulouse 0.9997 0.9972 1.0021 1.0002 1.0001 1.0003
villes Increase_2002 Increase_2015 Temp_change
bordeaux 0.302 2.290 1.987
clermont 0.696 5.347 4.651
grenoble 0.507 3.869 3.361
lehavre -0.118 -0.879 -0.762
lille 0.112 0.840 0.729
marseille 0.354 2.684 2.330
nantes 0.665 5.100 4.435
paris -0.009 -0.069 -0.060
rennes 0.012 0.089 0.077
rouen 0.152 1.148 0.996
strasbourg 0.673 5.160 4.487
toulouse 0.332 2.519 2.186

Metanalysis of the results

For Lag0 exposure

##         Increase_2002 Increase_2015 Temp_change
## intrcpt     0.3174538       2.40565    2.088196

Results For Lag1 exposure

##         Increase_2002 Increase_2015 Temp_change
## intrcpt     0.3059602        2.3178     2.01184

Results For Lag2 exposure

##         Increase_2002 Increase_2015 Temp_change
## intrcpt     0.3068711      2.324763    2.017892

Non-Linear Interaction Model

Models For Lag0, Lag1 and La2 exposure

# Non-Linear Model for Lag0

for(i in 1:length(villes)) {
  year[[i]] <- onebasis(villes[[i]]$year,"ns",knots=c(4,7,11))
  yr<-year[[i]]
  nl_modtot[[i]]<-gam(respi_tot~o3+o3:yr+ns(time,df=round(8*length(time)/365))+ns(tempmoy,df=6)+ns(temp3,df=6)+Jours++Vacances,data=villes[[i]],family=quasipoisson)
  est<-summary(nl_modtot[[i]])
  nl_coeffB0[i,1] <- as.character(villes_name[[i]])
  nl_coeffB1[i,1] <- as.character(villes_name[[i]])
  ll<-length(nl_modtot[[i]]$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]]$year,"ns",knots=c(4,7,11))
  yr<-year[[i]]
  nl_modtot_L1[[i]]<-gam(respi_tot~o3_L1+o3_L1:yr+ns(time,df=round(8*length(time)/365))+ns(tempmoy,df=6)+ns(temp3,df=6)+Jours++Vacances,data=villes[[i]],family=quasipoisson)
  est<-summary(nl_modtot_L1[[i]])
  nl_coeffB0_L1[i,1] <- as.character(villes_name[[i]])
  nl_coeffB1_L1[i,1] <- as.character(villes_name[[i]])
  ll<-length(nl_modtot_L1[[i]]$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]]$year,"ns",knots=c(4,7,11))
  yr<-year[[i]]
  nl_modtot_L2[[i]]<-gam(respi_tot~o3_L2+o3_L2:yr+ns(time,df=round(8*length(time)/365))+ns(tempmoy,df=6)+ns(temp3,df=6)+Jours++Vacances,data=villes[[i]],family=quasipoisson)
  est<-summary(nl_modtot_L2[[i]])
  nl_coeffB0_L2[i,1] <- as.character(villes_name[[i]])
  nl_coeffB1_L2[i,1] <- as.character(villes_name[[i]])
  ll<-length(nl_modtot_L2[[i]]$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
}

Meta-analysis results

## 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   -0.0014      0.0007  -2.1596    0.0308   -0.0028   -0.0001    *
## y2    0.0005      0.0006   0.8023    0.4224   -0.0007    0.0016     
## y3    0.0008      0.0011   0.7522    0.4519   -0.0013    0.0029     
## y4    0.0041      0.0009   4.5968    0.0000    0.0023    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    0.0017        y1        y2        y3
## y2    0.0012  -0.17685                    
## y3    0.0026  -0.20308   0.87793          
## y4    0.0025   0.63583   0.06172   0.38011
## 
## Multivariate Cochran Q-test for heterogeneity:
## Q = 126.5203 (df = 44), p-value = 0.0000
## I-square statistic = 65.2%
## 
## 12 studies, 48 observations, 4 fixed and 10 random-effects parameters
##    logLik        AIC        BIC  
##  219.1554  -410.3108  -384.1140

## 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   -0.0012      0.0004  -2.6510    0.0080   -0.0020   -0.0003   **
## y2    0.0003      0.0005   0.5105    0.6097   -0.0007    0.0012     
## y3    0.0005      0.0008   0.6361    0.5247   -0.0010    0.0020     
## y4    0.0030      0.0006   4.6781    0.0000    0.0017    0.0042  ***
## ---
## 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    0.0010        y1        y2        y3
## y2    0.0013   0.09163                    
## y3    0.0019  -0.27064   0.82487          
## y4    0.0018   0.46127  -0.03728   0.20091
## 
## Multivariate Cochran Q-test for heterogeneity:
## Q = 137.7102 (df = 44), p-value = 0.0000
## I-square statistic = 68.0%
## 
## 12 studies, 48 observations, 4 fixed and 10 random-effects parameters
##    logLik        AIC        BIC  
##  234.4894  -440.9788  -414.7819

## 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   -0.0013      0.0005  -2.7671    0.0057   -0.0022   -0.0004   **
## y2    0.0004      0.0005   0.7653    0.4441   -0.0007    0.0015     
## y3    0.0006      0.0009   0.6914    0.4893   -0.0011    0.0023     
## y4    0.0028      0.0007   4.0365    0.0001    0.0015    0.0042  ***
## ---
## 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    0.0011        y1        y2        y3
## y2    0.0015   0.12040                    
## y3    0.0023  -0.27852   0.81554          
## y4    0.0020   0.61429  -0.07473   0.02831
## 
## Multivariate Cochran Q-test for heterogeneity:
## Q = 152.6785 (df = 44), p-value = 0.0000
## I-square statistic = 71.2%
## 
## 12 studies, 48 observations, 4 fixed and 10 random-effects parameters
##    logLik        AIC        BIC  
##  231.3374  -434.6748  -408.4780