Rukhin, A.
(2014),
Restricted Likelihood Representation for Multivariate Heterogeneous Random Effects Models, Linear Algebra and Its Applications, [online], https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=914696 (Accessed May 11, 2026)
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you’ve safely connected to the .gov website. Share sensitive information only on official, secure websites.
Restricted Likelihood Representation for Multivariate Heterogeneous Random Effects Models
Published
Author(s)
Abstract
In the random-effects model of meta-analysis for heterogeneous multidimensional data a canonical representation of the restricted likelihood function is obtained. This representation is related to a linear data transform which is based on the algebraic characteristics of error covariance matrices. The relationship between the heterogeneity covariance matrix estimators and the mean effect estimators is explored. It is noted that the sample mean exhibits the Stein-type phenomenon being an inadmissible estimator of the effect size under the quadratic loss when the number of studies exceeds three.Citation
Linear Algebra and Its Applications
Pub Type
Journals
Download Paper
Keywords
DerSimonian-Laird procedure, Confidence regions, Inadmissibility, Maximum likelihood, Meta-analysis, Polynomial roots, Stein effect, Variance components.
Citation
Issues
If you have any questions about this publication or are having problems accessing it, please contact [email protected].
Created January 31, 2014, Updated January 27, 2020