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


Last update: Dec 14, 2023