Quantifying uncertainty in method of moments estimates of the heterogeneity variance in random effects meta-analysis

The between-study variance or heterogeneity variance is an important parameter in random effects meta-analysis. This paper uses an M-estimation framework to introduce and discuss variance estimators for quantifying the uncertainty in estimates of the heterogeneity variance using the noniterative generalized method of moments estimator and some related method of moments estimators. An example is used to further illustrate the variance estimators, and simulation results are presented for assessing the empirical properties of the proposed variance estimators.