Estimating common mean and heterogeneity variance in two study case meta-analysis

Andrew L. Rukhin

Statistics & Probability Letters, 2012, vol. 82, issue 7, 1318-1325

Abstract: The relative behavior of estimators of the common mean and of the heterogeneity variance in the simple random effects model of meta-analysis is explored. A new risk function relating these estimation problems is introduced. Bayes estimators for each of the parameters are derived.

Keywords: DerSimonian–Laird procedure; Mill’s ratio; Quadratic risk; Random effects model; Restricted likelihood (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2012.03.031

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