JSM 2014 Home
Online Program Home
My Program

Abstract Details

Activity Number: 167
Type: Contributed
Date/Time: Monday, August 4, 2014 : 10:30 AM to 12:20 PM
Sponsor: Section for Statistical Programmers and Analysts
Abstract #313308 View Presentation
Title: Type I and Type II Error Properties for White's Robust Covariance Matrix Estimator in Longitudinal Designs
Author(s): Keith Williams*+
Companies: University of Arkansas for Medical Sciences
Keywords: Empirical Covariance ; Whites Estimator ; Repeated Measures ; Covariance Structures
Abstract:

SAS Proc Mixed and Genmod offer an empirical option to estimate the variance-covariance structure for repeated measure designs. The empirical option uses an estimation approach that is referred to as 'White's sandwich estimator,' and is regarded to possess robustness and statistical accuracy under some conditions. This study investigates the Type I and II error performance of White's estimator when compared to competing approaches in various repeated measure design scenarios.


Authors who are presenting talks have a * after their name.

Back to the full JSM 2014 program




2014 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Professional Development program, please contact the Education Department.

The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.

ASA Meetings Department  •  732 North Washington Street, Alexandria, VA 22314  •  (703) 684-1221  •  meetings@amstat.org
Copyright © American Statistical Association.