Small-Sample Adjustments for Wald-Type Tests Using Sandwich Estimators
نویسندگان
چکیده
منابع مشابه
Small-sample adjustments for Wald-type tests using sandwich estimators.
The sandwich estimator of variance may be used to create robust Wald-type tests from estimating equations that are sums of K independent or approximately independent terms. For example, for repeated measures data on K individuals, each term relates to a different individual. These tests applied to a parameter may have greater than nominal size if K is small, or more generally if the parameter t...
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ژورنال
عنوان ژورنال: Biometrics
سال: 2001
ISSN: 0006-341X
DOI: 10.1111/j.0006-341x.2001.01198.x