  Meta-analysis based on only a few studies remains a challenging problem, as
an accurate estimate of the between-study variance is apparently needed, but
hard to attain, within this setting. Here we offer a new approach, based on the
generalized inferential model framework, whose success lays in marginalizing
out the between-study variance, so that an accurate estimate is not essential.
We show theoretically that the proposed solution is at least approximately
valid, with numerical results suggesting it is, in fact, nearly exact. We also
demonstrate that the proposed solution outperforms existing methods across a
wide range of scenarios.
