Hedges’ Q-test is frequently used in meta-analyses to evaluate the homogeneity of effect sizes, but for several kinds of effect size measures it does not always appropriately control the Type 1 error probability. Therefore we propose a parametric bootstrap version, which shows Type 1 error control under a broad set of circumstances. This is confirmed in a small simulation study.
Van den Noortgate, Wim and Onghena, Patrick
"A Parametric Bootstrap Version of Hedges’ Homogeneity Test,"
Journal of Modern Applied Statistical Methods:
1, Article 7.
Available at: http://digitalcommons.wayne.edu/jmasm/vol2/iss1/7