[R-meta] clubSandwich: Computing covariance matrix for autoregressive effects

[Farzad Keyhan]

Dear List Members,

I'm trying to form an autoregressive variance-covariance matrix for my
studies using the clubSandwich package. But for most of my studies, the
resultant matrices seem to be non-positive definite as suggested by the
warning message. My reproducible R code is below.

Am I missing something?

Thank you all, Fred
-------------
library(clubSandwich)

dat = read.csv("https://raw.githubusercontent.com/ilzl/i/master/z.csv")

impute_covariance_matrix(vi = dat$vi, cluster = dat$studyID,
                              ti = dat$time, ar1 = .7)

Warning message:
In check_PD(vcov_list) :
  The following clusters have non-positive definite covariance matrices:
A1
B1
B2
B3
B4
B6
D1
D2
D3

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