statsmodels.stats.meta_analysis._fit_tau_iter_mm

statsmodels.stats.meta_analysis._fit_tau_iter_mm(eff, var_eff, tau2_start=0, atol=1e-05, maxiter=50)

Iterated method of moment estimate of between random effect variance

This repeatedly estimates tau, updating weights in each iteration see two-step estimators in DerSimonian and Kacker 2007

Parameters:

effndarray

Effect sizes.

var_effndarray

Variance of effect sizes.

tau2_startfloat

Starting value for iteration.

atolfloat, default: 1e-5

Convergence tolerance for change in tau2 estimate between iterations.

maxiterint

Maximum number of iterations.

Returns:

tau2float

Estimate of random effects variance tau squared.

convergedbool

True if iteration has converged.