Cochran's Q statistic
= Cochran's Q statistic
{c}
{title2=$Q=\sum_iw_i(y_i-\widehat\mu)^2$}
With fixed inverse-variance weights and weighted mean $\widehat\mu$, $Q=\sum_iw_i(y_i-\widehat\mu)^2$. Under a common-effect normal model with $m$ independent estimates and known variances it has a <chi-squared distribution> with $m-1$ degrees of freedom. Estimated variances make this calibration approximate.