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Small-Sample Adjustments for Wald-Type Tests Using Sandwich Estimators

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  • Michael P. Fay
  • Barry I. Graubard

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  • Michael P. Fay & Barry I. Graubard, 2001. "Small-Sample Adjustments for Wald-Type Tests Using Sandwich Estimators," Biometrics, The International Biometric Society, vol. 57(4), pages 1198-1206, December.
    • Handle: RePEc:bla:biomet:v:57:y:2001:i:4:p:1198-1206
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    File URL: http://hdl.handle.net/10.1111/j.0006-341X.2001.01198.x
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    References listed on IDEAS

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    1. 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.
    2. Lloyd A. Mancl & Timothy A. DeRouen, 2001. "A Covariance Estimator for GEE with Improved Small‐Sample Properties," Biometrics, The International Biometric Society, vol. 57(1), pages 126-134, March.
    3. John S. Preisser & Bahjat F. Qaqish, 1999. "Robust Regression for Clustered Data with Application to Binary Responses," Biometrics, The International Biometric Society, vol. 55(2), pages 574-579, June.
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    Cited by:

    1. Alexander Robitzsch, 2023. "Linking Error in the 2PL Model," J, MDPI, vol. 6(1), pages 1-27, January.
    2. Masahiko Gosho & Hisashi Noma & Kazushi Maruo, 2021. "Practical Review and Comparison of Modified Covariance Estimators for Linear Mixed Models in Small‐sample Longitudinal Studies with Missing Data," International Statistical Review, International Statistical Institute, vol. 89(3), pages 550-572, December.
    3. Bing Lu & John S. Preisser & Bahjat F. Qaqish & Chirayath Suchindran & Shrikant I. Bangdiwala & Mark Wolfson, 2007. "A Comparison of Two Bias-Corrected Covariance Estimators for Generalized Estimating Equations," Biometrics, The International Biometric Society, vol. 63(3), pages 935-941, September.
    4. Olli Saarela & David A. Stephens & Erica E. M. Moodie & Marina B. Klein, 2015. "On Bayesian estimation of marginal structural models," Biometrics, The International Biometric Society, vol. 71(2), pages 279-288, June.
    5. Slawa Rokicki & Jessica Cohen & Gunther Fink & Joshua 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," CHaRMS Working Papers 18-01, Centre for HeAlth Research at the Management School (CHaRMS).
    6. 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.
    7. Haiyan Wang & Michael Akritas, 2010. "Inference from heteroscedastic functional data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 22(2), pages 149-168.
    8. Tang, Nian-Sheng & Tang, Man-Lai & Qiu, Shi-Fang, 2008. "Testing the equality of proportions for correlated otolaryngologic data," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3719-3729, March.
    9. Galea, Manuel & de Castro, Mário, 2017. "Robust inference in a linear functional model with replications using the t distribution," Journal of Multivariate Analysis, Elsevier, vol. 160(C), pages 134-145.
    10. 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.
    11. Hsiu-Ting Yu & Mark Rooij, 2013. "Model Selection for the Trend Vector Model," Journal of Classification, Springer;The Classification Society, vol. 30(3), pages 338-369, October.
    12. Steven Teerenstra & Bing Lu & John S. Preisser & Theo van Achterberg & George F. Borm, 2010. "Sample Size Considerations for GEE Analyses of Three-Level Cluster Randomized Trials," Biometrics, The International Biometric Society, vol. 66(4), pages 1230-1237, December.
    13. Barry I. Graubard & Thomas R. Fears, 2005. "Standard Errors for Attributable Risk for Simple and Complex Sample Designs," Biometrics, The International Biometric Society, vol. 61(3), pages 847-855, September.

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