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