Robust Standard Errors Articles

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12/1/2025 • EN

Does svyglm use robust standard errors?

Explains that svyglm uses robust standard errors, detailing the statistical theory and variance estimation for survey data.

R Programming Robust Standard Errors Statistical Computing Survey Data Svyglm

Thomas Lumley

6/27/2024 • EN

Estimator vs estimate

Explains the statistical nuance of sandwich variance estimators, focusing on the difference between an estimator and its realized value in a sample.

Estimating Function Robust Standard Errors Sandwich Variance Statistical Inference Variance Estimation

Thomas Lumley

2/21/2023 • EN

Sandwiches and aggregation

Analyzing the 'sandwich' package's behavior with aggregated count data in Poisson regression, comparing standard errors between individual and aggregate models.

Aggregated Data Log Binomial Regression Poisson Regression Robust Standard Errors Sandwich Estimator

Thomas Lumley

Robust Standard Errors Articles

Does svyglm use robust standard errors?

Estimator vs estimate

Sandwiches and aggregation

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