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)[source]

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.


Last update: Apr 12, 2024