The relative behavior of estimators of the common mean and of the heterogeneity variance in the simplest random effects model of meta-analysis is explored. A simple estimator improving on the DerSimonian-Laird procedure is derived.
Citation: Statistics & Probability Letters
Pub Type: Journals
DerSimonian-Laird procedure, Jeffreys prior, Meta-analysis, Mill's ratio, Quadratic risk, Random effects model, Restricted likelihood.