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:¶

eff : ndarray¶

effect sizes

var_eff : ndarray¶

variance of effect sizes

tau2_start : float¶

starting value for iteration

atol : float, default: 1e-5¶

convergence tolerance for absolute value of estimating equation

maxiter : int¶

maximum number of iterations

Returns:¶

• tau2 (float) – estimate of random effects variance tau squared

• converged (bool) – True if iteration has converged.