Chunk #21 — 3.0 Summary of Small-Sample Covariance Estimators — 3.2 Mancl and DeRouen Estimator

Source

Modification of the Sandwich Estimator in Generalized Estimating Equations with Correlated Binary Outcomes in Rare Event and Small Sample Settings.

Embedded

yes

Text

Mancl and DeRouen proposed replacing the covariance of Liang and Zeger’s (1986) sandwich estimator (VLZ) with one corrected for bias. That is VLZ from equation (1) becomes the bias-corrected sandwich estimator (VMD) [4]: