Small-sample adjustments in using the sandwich variance estimator in generalized estimating equations.

@article{Pan2002SmallsampleAI,
  title={Small-sample adjustments in using the sandwich variance estimator in generalized estimating equations.},
  author={Wei Pan and Melanie M. Wall},
  journal={Statistics in medicine},
  year={2002},
  volume={21 10},
  pages={1429-41}
}
The generalized estimating equation (GEE) approach is widely used in regression analyses with correlated response data. Under mild conditions, the resulting regression coefficient estimator is consistent and asymptotically normal with its variance being consistently estimated by the so-called sandwich estimator. Statistical inference is thus accomplished by using the asymptotic Wald chi-squared test. However, it has been noted in the literature that for small samples the sandwich estimator may… CONTINUE READING

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