Chunk #7 — 2.0 Generalized Estimating Equations and the Sandwich Covariance 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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The variance (vi) of the dependent variable (yi) in the quasi-likelihood method, just as it is in GLM, can be expressed as a function (h) of the mean. Phi (φ) is a scale parameter estimated from the data and is sometimes referred to as a nuisance parameter, as it is typically not of primary interest.