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Standardized mean difference: Bias and coverage at nominal 95% level in estimation of between‐studies variance τ 2 for δ=0.5, q=.5, n=20,40, and K=5,10,30. Light gray line at 0 for bias and at 0.95 for coverage. BJ, Biggerstaff and Jackson; DL, DerSimonian‐Laird; KDB, Kulinskaya‐Dollinger‐Bjørkestøl; J, Jackson; MP, Mandel‐Paule; PL, profile‐likelihood; QP, Q‐profile; REML, restricted maximum‐likelihood [Colour figure can be viewed at http://wileyonlinelibrary.com]
