The simulation environment was designed to reproduce coverage probabilities analogous to a 95% confidence interval. After completion of the simulations, the distributions of the variance estimates created by each sandwich estimator in small samples were skewed. For all covariance structures, as the simulated prevalence and sample size diminish, the distribution of the variances for each sandwich estimator becomes steeper on the lower end and right-skewed, both to a different degree. The implication is that the distribution of the variances is no longer symmetric, and the mean is no longer in the center of the distribution under these extreme conditions. These differences are so great that measures of bias are not adequate performance indicators and therefore, coverage probabilities will be reported as the performance measure.
