Chunk #17 — 3.0 Summary of Small-Sample Covariance Estimators — 3.1 Pan 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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In reference to the sandwich estimator proposed by Liang and Zeger in equation (1), Pan proposed replacing the Cov(Yi) with Wi: