Sandwich Estimator Articles

Page 1 of 1 (3 articles)

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

12/1/2022 • EN

The sandwich and the t-test

Explores the connection between the Welch-Satterthwaite t-test and linear regression using the sandwich variance estimator.

Linear Regression Sandwich Estimator statistics T Test Welch Test

Thomas Lumley

6/4/2016 • EN

Computing the (simplest) sandwich estimator incrementally

Explains how to compute the Huber/White sandwich estimator incrementally in R's biglm package for large-scale linear regression.

Incremental Computation Linear Regression R Sandwich Estimator statistics

Thomas Lumley

Sandwich Estimator Articles

Sandwiches and aggregation

The sandwich and the t-test

Computing the (simplest) sandwich estimator incrementally

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