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:
eff : ndarray

effect sizes

var_eff : ndarray

variance of effect sizes

weights : ndarray

weights for estimating overall weighted mean

Returns:

tau2 – estimate of random effects variance tau squared

Return type:

float