The DOI matches its Crossref record; 15 of the 15 references it cites were found in a registry or an index.
Small-Sample Adjustments for Wald-Type Tests Using Sandwich Estimators
Abstract
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 to be tested is essentially estimated from a small number of terms in the estimating equation. We offer some practical modifications to these robust Wald-type tests, which asymptotically approach the usual robust Wald-type tests. We show that one of these modifications provides exact coverage for a simple case and examine by simulation the modifications applied to the generalized estimating equations of Liang and Zeger (1986), conditional logistic regression, and the Cox proportional hazard model.
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Citations
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Fortin, D., Beyer, H. L., Boyce, M. S., Smith, D. W., Duchesne, T., & Mao, J. S. (2005) · Ecology · doi:10.1890/04-0953 · Cited by 1,351
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Metadata
- Authors
- Fay, M. P., & Graubard, B. I.
- Venue
- Biometrics
- Publisher
- Oxford University Press (OUP)
- Published
- 2001-12
- Volume
- 57
- Issue
- 4
- Pages
- 1198-1206
- ISSN
- 0006-341X (ISSN-L)
- OpenAlex
- W2003583202
- Cited by
- 306
- References
- 15
- FWCI
- 4.09
- Type
- journal article
- Language
- en
- Open access
- closed
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