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Medientyp:
E-Artikel
Titel:
Small-Sample Adjustments for Wald-Type Tests Using Sandwich Estimators
Beteiligte:
Fay, Michael P.;
Graubard, Barry I.
Erschienen:
International Biometric Society, 2001
Erschienen in:Biometrics
Sprache:
Englisch
ISSN:
0006-341X;
1541-0420
Entstehung:
Anmerkungen:
Beschreibung:
<p>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.</p>