DerSimonian–Laird estimator 2026-10-06
For studies let , , , and let be Cochran's Q statistic. The moment estimate is when . It estimates the variance of underlying study effects, not their sampling variance.
Past exam of the mathematics course of the University of Cambridge 2015 iii Paper 35 2 c Solution Created 2026-10-03 Updated 2026-10-06
Use for the inverse within-study variances, and . For Cochran's Q statistic, the DerSimonian–Laird estimator of the between-study variance isConsequently the estimated heterogeneity variance and standard deviation areThese describe dispersion of underlying study log odds ratios, not ordinary sampling error of a single trial. The between-study heterogeneity is additional to the within-study variances.
The I-squared statistic isIt estimates the share of variation beyond that expected from sampling error in this collection of studies. Approximately half the variation is attributed to heterogeneity on that scale; this is neither the percentage of trials with different effects nor a percentage change in mortality. The PDF omits the symbol naming its heterogeneity estimate, so both and are reported explicitly.