Chunk #27 — 3.0 Summary of Small-Sample Covariance Estimators — 3.3 Morel Estimator

Source

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

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A variant of Morel’s original estimator was included in this comparative study for evaluation purposes. It is identical to the estimator described in equation (4) but was inflated with the determinant rather than the trace. Morel had originally suggested evaluating the performance of the sandwich estimator inflated with the determinant but had never done so. This paper will be the first to evaluate the performance of this variant of the sandwich estimator.