Thomas Lumley • 2/21/2023

Sandwiches and aggregation

This technical article examines a question about the 'sandwich' package in R for robust standard errors. It explores how aggregating binary or count data in Poisson and log-binomial regression models affects the variance-covariance matrix estimates from vcovHC(), demonstrating differences between individual-level and aggregated models with code examples.

0 comments

#Sandwich Estimator #Robust Standard Errors #Poisson Regression