Thomas Lumley • 2/21/2023

Sandwiches and aggregation

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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.

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#Sandwich Estimator #Robust Standard Errors #Poisson Regression
Sandwiches and aggregation

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