statsmodels.stats.meta_analysis._fit_tau_mm#

statsmodels.stats.meta_analysis._fit_tau_mm(eff, var_eff, weights)[source]#

One-step method of moment estimate of between random effect variance

implementation follows Kacker 2004 and DerSimonian and Kacker 2007 eq. 6

Parameters:
effndarray

Effect sizes.

var_effndarray

Variance of effect sizes.

weightsndarray

Weights for estimating overall weighted mean.

Returns:
tau2float

Estimate of random effects variance tau squared.