Premium
Simple heterogeneity variance estimation for meta‐analysis
Author(s) -
Sidik Kurex,
Jonkman Jeffrey N.
Publication year - 2005
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.1111/j.1467-9876.2005.00489.x
Subject(s) - estimator , statistics , variance (accounting) , random effects model , inference , mathematics , simple (philosophy) , econometrics , computer science , meta analysis , artificial intelligence , medicine , philosophy , accounting , epistemology , business
Summary. A simple method of estimating the heterogeneity variance in a random‐effects model for meta‐analysis is proposed. The estimator that is presented is simple and easy to calculate and has improved bias compared with the most common estimator used in random‐effects meta‐analysis, particularly when the heterogeneity variance is moderate to large. In addition, it always yields a non‐negative estimate of the heterogeneity variance, unlike some existing estimators. We find that random‐effects inference about the overall effect based on this heterogeneity variance estimator is more reliable than inference using the common estimator, in terms of coverage probability for an interval estimate.