A note on the empirical Bayes heterogeneity variance estimator in meta‐analysis

摘要

This paper focuses on the empirical Bayes (EB) or Mandel‐Paule estimator of the heterogeneity variance in meta‐analysis, which was discussed by Morris and proposed in earlier publications by Mandel and Paule in an inter‐laboratory context. The relationship of the EB estimator to other heterogeneity variance estimators typically used in meta‐analysis is explored, and approximate variance estimators for the EB estimate of the heterogeneity variance are proposed based on the M‐estimation method. Statistical inference for the overall treatment effect using the EB estimator and the proposed standard errors is discussed using two example data sets from meta‐analysis applications.