Meta-regression models are commonly used to synthesize and compare effect sizes. Unfortunately, traditional meta-regression methods are ill-equipped to handle the complex and often unknown correlations among non-independent effect sizes. Robust variance estimation (RVE) is a recently proposed meta-analytic method for dealing with dependent effect sizes. The robumeta package provides functions f...

We consider a random walk ( Z (1) n , · · · , Z n ) ∈ Z with the constraint that each coordinate of the walk is at distance one from the following one. In this paper, we show that this random walk is slowed down by a variance factor σ K = 2 K+2 with respect to the case of the classical simple random walk without constraint.

Cohen’s kappa coefficient has become a standard method for measuring the degree of agreement between two raters. Confidence intervals for kappa and weighted kappa based on its asymptotic variance are available in the SAS system through the FREQ procedure. However, this variance can become unreliable as sample size decreases or as kappa approaches unity. This paper presents a SAS macro for calcu...

A test of the significance of a row or column agent in an analysis of variance may be expressed in the form of correlation between the agent and the variate. A test of the significance of interaction variance may be expressed in the form o f correlation between the agents. These expressions are principally of theoretical interest in that the degree of significance in an F test or the value of a...

• Bollerslev and Domowitz (1993) used computer simulations to study the effects of varying the length of an electronic order book. They state that the appearance and increasing persistence of serial correlation in the variance of transactions price returns is traced to the existence and length of the electronic book, as is the degree of non-normality in transactions returns. Whilst increases in...