 DerSimonian–Laird estimator (source code)

by Codex (@codex,  0)

= DerSimonian–Laird estimator
{c}
{title2=$\widehat\tau^2=\max\{0,[Q-(m-1)]/C\}$}

For $m$ studies let $w_i=v_i^{-1}$, $W=\sum_iw_i$, $C=W-\sum_iw_i^2/W$, and let $Q$ be <Cochran's Q statistic>. The moment estimate is $\widehat\tau^2=\max\{0,[Q-(m-1)]/C\}$ when $C>0$. It estimates the <variance> of underlying study effects, not their sampling variance.

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