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)

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:

• 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 change in tau2 estimate between iterations

• maxiter (int) – maximum number of iterations

Returns:

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

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