The DOI matches its Crossref record; 19 of the 19 references it cites were found in a registry or an index.
On The So-Called “Huber Sandwich Estimator” and “Robust Standard Errors”
Abstract
The “Huber Sandwich Estimator” can be used to estimate the variance of the MLE when the underlying model is incorrect. If the model is nearly correct, so are the usual standard errors, and robustification is unlikely to help much. On the other hand, if the model is seriously in error, the sandwich may help on the variance side, but the parameters being estimated by the MLE are likely to be meaningless—except perhaps as descriptive statistics.
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“This type of standard errors ensures valid inference even when certain model assumptions are violated.”
From Play Favorites: A Statistical Method to Measure Self-Bias in LLM-as-a-Judge (2025) · cites this paper as Freedman, 2006
Citations
Cites
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Freedman, D. A. (2006) · Technometrics · doi:10.1198/tech.2006.s403 · Cited by 999
Self-citationElements of Large-Sample Theory
Strawderman, W. E., Lehmann, E. L., & Holmes, S. (2011) · Springer eBooks · doi:10.1007/978-1-4614-1412-4_97 · Cited by 835
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Research works printed but not linked: 1
- Berk R. A., 2003, T. G. Blomberg and S. Cohen, New York: Aldine de Gruyter, pp., 235
Cited by
Sorted by citations
Fisher, A., Rudin, C., & Dominici, F. (2018) · arXiv · doi:10.48550/arxiv.1801.01489 · Cited by 1,165
Hubbard (2010) · doi:10.1097/ede.0b013e3181caeb90 · Cited by 1,139
Greene, W. H., & Hensher, D. A. (2010) · Cambridge University Press eBooks · doi:10.1017/cbo9780511845062 · Cited by 1,084
Object-Oriented Computation of Sandwich Estimators
Zeileis, A. (2006) · Journal of Statistical Software · doi:10.18637/jss.v016.i09 · Cited by 699
Agnostic notes on regression adjustments to experimental data: Reexamining Freedman’s critique
Lin, W. T. (2013) · The Annals of Applied Statistics · doi:10.1214/12-aoas583 · Cited by 686
Metadata
- Authors
- Freedman, D. A.
- Affiliations
- University of California, Berkeley (US)
- Corresponding author
- Freedman, David A
- Venue
- The American Statistician
- Publisher
- Informa UK Limited
- Published
- 2006-11
- Volume
- 60
- Issue
- 4
- Pages
- 299-302
- ISSN
- 0003-1305 (ISSN-L)
- 1537-2731
- OpenAlex
- W2018502278
- Cited by
- 498
- References
- 19
- Citations by year
- 2026: 33 · 2025: 34 · 2024: 40 · 2023: 41 · 2022: 27 · 2021: 43 · 2020: 34 · 2019: 20 · 2018: 49 · 2017: 17 · 2016: 23 · 2015: 31 · 2014: 27 · 2013: 19 · 2012: 17
- FWCI
- 7.20
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- The American Statistician (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
- Physical Sciences › Mathematics › Applied Mathematics › Statistical and numerical algorithms
- Keywords
- robust standard errors, model misspecification, maximum likelihood estimation, variance estimation, heteroscedasticity
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