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, optional

Starting value for iteration.

atolfloat, optional

Convergence tolerance for absolute value of estimating equation. Default is 1e-5.

maxiterint, optional

Maximum number of iterations.

Returns:
tau2float

Estimate of random effects variance tau squared.

convergedbool

True if iteration has converged.