'How to measure the variance of the random heterogeneity component needed in the generalized-weights meta-estimator?

I am trying to do a metaanalysis of regression estimates, using the generalized-weights meta-estimator, because I have overlapping samples and thus need to take into account that the estimates are not independant. I use the method described in Bom & Rachinger (2020) https://doi.org/10.1002/jrsm.1441 , paragraph 2.5. I need to create a variance covariance matrix of the error term, and in the diagonal the values are : variance(error term) = variance(sampling error component) + variance(random heterogeneity component). The authors give a formula to calculate the variance(sampling error component) (=variance(regression error term)/(N*variance(x)), but they don't explain how to calculate the variance of the random heterogeneity component. If anyone has an answer or tips it would be amazing!



Sources

This article follows the attribution requirements of Stack Overflow and is licensed under CC BY-SA 3.0.

Source: Stack Overflow

Solution Source