Figure 1.

Average estimates [top row] and root mean squared error (RMSE) [bottom row] of between‐study variance τ ² from the simulation study, using 20 000 simulations for each combination of τ ² and K, plotted on the logarithm scale. In each case, DL denotes conventional estimation by the DerSimonian and Laird procedure. DA and IS denote Bayesian methods by data augmentation and importance sampling, respectively.