A Note on the Efficiency of Sandwich Covariance Matrix Estimation

DOI10.1198/016214501753382309zbMath1073.62539OpenAlexW2148678270WikidataQ127630929 ScholiaQ127630929MaRDI QIDQ4468345

Publication date: 10 June 2004

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214501753382309

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

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