statsmodels.stats.meta_analysis._fit_tau_iterative#

statsmodels.stats.meta_analysis._fit_tau_iterative(eff, var_eff, tau2_start=0, atol=1e-05, maxiter=50)[source]#

Paule-Mandel iterative estimate of between random effect variance

implementation follows DerSimonian and Kacker 2007 Appendix 8 see also Kacker 2004

Parameters:

effndarray: Effect sizes.
var_effndarray: Variance of effect sizes.
tau2_startfloat: Starting value for iteration.
atolfloat, default: 1e-5: Convergence tolerance for absolute value of estimating equation.
maxiterint: Maximum number of iterations.

Returns:

tau2float: Estimate of random effects variance tau squared.
convergedbool: True if iteration has converged.