Chunk #12 — 3.0 Summary of Small-Sample Covariance Estimators

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

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The Liang-Zeger sandwich estimator (VLZ) is used frequently in GEE since it produces valid standard errors asymptotically, even if the covariance structure is misspecified. The degree of bias of the sandwich estimator is an asymptotic property that is reduced as the sample size, or number of independent clusters, increases.