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Multistep estimators of the between-study variance: The relationship with the Paule-Mandel estimator.
- Source :
- Statistics in Medicine; 7/30/2018, Vol. 37 Issue 17, p2616-2629, 14p
- Publication Year :
- 2018
-
Abstract
- A wide variety of estimators of the between-study variance are available in random-effects meta-analysis. Many, but not all, of these estimators are based on the method of moments. The DerSimonian-Laird estimator is widely used in applications, but the Paule-Mandel estimator is an alternative that is now recommended. Recently, DerSimonian and Kacker have developed two-step moment-based estimators of the between-study variance. We extend these two-step estimators so that multiple (more than two) steps are used. We establish the surprising result that the multistep estimator tends towards the Paule-Mandel estimator as the number of steps becomes large. Hence, the iterative scheme underlying our new multistep estimator provides a hitherto unknown relationship between two-step estimators and Paule-Mandel estimator. Our analysis suggests that two-step estimators are not necessarily distinct estimators in their own right; instead, they are quantities that are closely related to the usual iterative scheme that is used to calculate the Paule-Mandel estimate. The relationship that we establish between the multistep and Paule-Mandel estimator is another justification for the use of the latter estimator. Two-step and multistep estimators are perhaps best conceptualized as approximate Paule-Mandel estimators. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02776715
- Volume :
- 37
- Issue :
- 17
- Database :
- Complementary Index
- Journal :
- Statistics in Medicine
- Publication Type :
- Academic Journal
- Accession number :
- 130463371
- Full Text :
- https://doi.org/10.1002/sim.7665