Small-Sample Adjustments for Wald-Type Tests Using Sandwich Estimators
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- Chesher, Andrew & Austin, Gerard, 1991. "The finite-sample distributions of heteroskedasticity robust Wald statistics," Journal of Econometrics, Elsevier, vol. 47(1), pages 153-173, January.
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- Slawa Rokicki & Jessica Cohen & Gunther Fink & Joshua Salomon & Mary Beth Landrum, 2018.
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- Slawa Rokicki & Jessica Cohen & Günther Fink & Joshua A. Salomon & Mary Beth Landrum, 2018. "Inference with difference-in-differences with a small number of groups: a review, simulation study and empirical application using SHARE data," Working Papers 201802, Geary Institute, University College Dublin.
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- Ji-Hyun Lee & Michael J Schell & Richard Roetzheim, 2009. "Analysis of Group Randomized Trials with Multiple Binary Endpoints and Small Number of Groups," PLOS ONE, Public Library of Science, vol. 4(10), pages 1-9, October.
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- Philip M. Westgate & Woodrow W. Burchett, 2017. "A Comparison of Correlation Structure Selection Penalties for Generalized Estimating Equations," The American Statistician, Taylor & Francis Journals, vol. 71(4), pages 344-353, October.
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