THE SANDWICH ESTIMATE OF VARIANCE

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Document Information:
Title:	THE SANDWICH ESTIMATE OF VARIANCE
Author(s):	James W. Hardin
Citation:	James W. Hardin, (2003) "THE SANDWICH ESTIMATE OF VARIANCE", , Vol. Iss: 17, pp.45 - 73
Article type:	Chapter Item
DOI:	10.1016/S0731-9053(03)17003-X (Permanent URL)
Publisher:	Emerald Group Publishing Limited
Abstract:	This article examines the history, development, and application of the sandwich estimate of variance. In describing this estimator, we pay attention to applications that have appeared in the literature and examine the nature of the problems for which this estimator is used. We describe various adjustments to the estimate for use with small samples, and illustrate the estimator’s construction for a variety of models. Finally, we discuss interpretation of results.