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Obtain finite-population-adjusted variance-covariance matrix

Source: R/get_varcov_fpc.R
vcovFPC.Rd

This function returns the variance-covariance matrix as returned by vcov(), but with finite population correction (FPC) applied.

Usage

vcovFPC(model, ...)

# S3 method for class 'merMod'
vcovFPC(model, population_size = NULL, cluster_size = NULL, kr = FALSE, ...)

Arguments

model

A model inheriting from lm, glm, merMod or glmmTMB (2-level only).

...

Not used.

population_size

The finite population size (for mixed models: for level-1).

cluster_size

The finite population size for level-2 (cluster groups).

kr

Logical, if TRUE, also applies Kenward-Roger adjustment to the returned variance-covariance matrix.

Value

The variance-covariance matrix of the fixed effect estimates, as returned by vcov(), but with FPC applied.

Details

The FPC is defined as:

$$FPC = \frac{N - n}{N - 1}$$

FPC for multilevel models is based on the method described by Lai et al. (2018).

References

Lai, M. H., Kwok, O. M., Hsiao, Y. Y., & Cao, Q. (2018). Finite population correction for two-level hierarchical linear models. Psychological methods, 23(1), 94.