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Chunk #28 — 3.0 Summary of Small-Sample Covariance Estimators — 3.3 Morel Estimator

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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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Incorporating the changes proposed by Pan (2001) and Morel (2003), with some additional modifications, a new hybrid sandwich estimator (VR) will be constructed. Building on a fusion of these concepts, we believe a modified GEE estimator can be constructed that delivers accurate probabilities, nominal Type I error rates, and confidence intervals with proper coverage. The performance of this hybrid sandwich estimator is compared to the estimators of Liang and Zeger (1986), Mancl and DeRouen (2001), Morel (2003), and Pan (2001). A summary of the sandwich estimators is given in Table 1.