James Hardin, Department of Epidemiology and Biostatistics at the University of South Carolina

Title: An Overview of the Sandwich Variance Estimator

Abstract: We will examine the history, development, players, and application of the so-called sandwich estimate of the variance. In
describing this estimator, we pay attention to the applications that have appeared in the literature and examine the nature of the problems for which this estimator is used. Examples will be shown to highlight the robustness property and a detailed derivation for two stage models will highlight the relationship to the Murphy-Topel variance estimate. We briefly discuss various adjustments to the estimate for use with small samples as well as discussing the interpretation of results.  This discussion will include some mathematical details, but will focus largely on the interpretation for application in research.