Positive estimation of the between-group variance component in one-way Anova and meta-analysis

Joachim Hartung and Kepher H. Makambi

No 2000,45, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: Positive estimators of the between-group (between-study) variance are proposed. Explicit variance formulae for the estimators are given and approximate confidence intervals for the between-group variance are constructed, as our proposal to a long outstanding problem. By Monte Carlo simulation, the bias and standard deviation of the proposed estimators are compared with the truncated versions of the maxi- mum likelihood (ML) estimator, restricted maximum likelihood (REML) estimator and a (lately) standard estimator in meta-analysis. Attained confidence coefficients of the constructed confidence intervals are also presented.

Keywords: random effects model; positive estimates of the between-group variance; confidence intervals on the between-group variance; Patnaik's approximation (search for similar items in EconPapers)
Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:sfb475:200045

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