Jove
Visualize
Contact Us
JoVE
x logofacebook logolinkedin logoyoutube logo
ABOUT JoVE
OverviewLeadershipBlogJoVE Help Center
AUTHORS
Publishing ProcessEditorial BoardScope & PoliciesPeer ReviewFAQSubmit
LIBRARIANS
TestimonialsSubscriptionsAccessResourcesLibrary Advisory BoardFAQ
RESEARCH
JoVE JournalMethods CollectionsJoVE Encyclopedia of ExperimentsArchive
EDUCATION
JoVE CoreJoVE BusinessJoVE Science EducationJoVE Lab ManualFaculty Resource CenterFaculty Site
Terms & Conditions of Use
Privacy Policy
Policies

Related Experiment Videos

Small-sample adjustments for Wald-type tests using sandwich estimators.

M P Fay1, B I Graubard

  • 1National Cancer Institute, Bethesda, Maryland 20892-8317, USA. faym@mail.nih.gov

Biometrics
|January 5, 2002
PubMed
Summary
This summary is machine-generated.

Related Concept Videos

You might also read

Related Articles

Articles linked to this work by shared authors, journal, and citation graph.

Sort by
Same author

Associations between circulating sex steroid hormones and leukocyte telomere length in men in the National Health and Nutrition Examination Survey.

Andrology·2018
Same author

Prevalence of myeloma precursor state monoclonal gammopathy of undetermined significance in 12372 individuals 10-49 years old: a population-based study from the National Health and Nutrition Examination Survey.

Blood cancer journal·2017
Same author

Marijuana use and serum testosterone concentrations among U.S. males.

Andrology·2017
Same author

Clinical features predict responsiveness to imatinib in platelet-derived growth factor receptor-alpha-negative hypereosinophilic syndrome.

Allergy·2016
Same author

A prospective study of coffee intake and pancreatic cancer: results from the NIH-AARP Diet and Health Study.

British journal of cancer·2015
Same author

Reproductive factors, exogenous hormone use and risk of hepatocellular carcinoma among US women: results from the Liver Cancer Pooling Project.

British journal of cancer·2015
Same journal

Fast penalized generalized estimating equations for large longitudinal functional datasets.

Biometrics·2026
Same journal

Causally-interpretable random-effects meta-analysis.

Biometrics·2026
Same journal

Statistical inference for mean function of partially observed functional time series.

Biometrics·2026
Same journal

Subgroup identification via Interaction Tree and Mixed Model for Repeated Measures with application to Alzheimer's disease.

Biometrics·2026
Same journal

Finite mixtures of linear quantile regressions with concomitant variables: a solution to endogeneity in longitudinal data modeling.

Biometrics·2026
Same journal

Discussion on "INTACT: a method for integration of longitudinal physical activity data from multiple sources" by Jingru Zhang, Erjia Cui, Hongzhe Li, and Haochang Shou.

Biometrics·2026
See all related articles

Robust Wald-type tests using sandwich estimators can inflate Type I error rates with few data terms. Practical modifications are proposed to improve test accuracy in statistical analyses, especially for generalized estimating equations.

Area of Science:

  • Biostatistics
  • Statistical Inference
  • Robust Statistics

Background:

  • Sandwich estimators of variance are used for robust Wald-type tests in statistical modeling.
  • These tests are derived from estimating equations that are sums of independent or approximately independent terms.
  • Potential inflation of Type I error rates (greater than nominal size) can occur when the number of terms (K) is small.

Purpose of the Study:

  • To propose practical modifications to robust Wald-type tests.
  • To address the issue of inflated Type I error rates in specific statistical scenarios.
  • To evaluate the performance of these modifications in various regression models.

Main Methods:

  • Development of modified robust Wald-type tests.
  • Asymptotic analysis to show modifications approach usual robust tests.

Related Experiment Videos

  • Simulation studies to examine test performance under different models.

    • Main Results:

    • Proposed modifications offer improved Type I error control compared to standard robust Wald-type tests.
    • One modification demonstrated exact coverage in a simple statistical case.
    • Simulations confirmed the effectiveness of modifications across generalized estimating equations, conditional logistic regression, and Cox proportional hazard models.

    Conclusions:

    • The proposed modifications enhance the reliability of robust Wald-type tests, particularly when dealing with a limited number of terms in estimating equations.
    • These adjustments are valuable for accurate statistical inference in complex data structures like repeated measures.
    • The findings support the use of modified tests for improved statistical analysis in biostatistics and related fields.