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.


Last update: Oct 03, 2024