Chunk #20 — 3.0 Summary of Small-Sample Covariance Estimators — 3.1 Pan Estimator

Source

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

Embedded

yes

Text

Pan claimed this modified sandwich estimator has greater efficiency than that proposed by Liang and Zeger as the covariance is based upon all subjects. The results of his initial simulations using an exchangeable and independence covariance structure with both a binary and continuous outcome variable support this claim [5].