[R-meta] origin of "sandwich"

Sicong Liu 64zone @end|ng |rom gm@||@com
Sat Jul 15 13:07:31 CEST 2023


Good morning James,

That is an unbeatable description and thanks a bunch!

I am going to have a big breakfast later 😊

Cheers,
Sicong
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From: James Pustejovsky <jepusto using gmail.com>
Date: Friday, July 14, 2023 at 10:03 PM
To: R Special Interest Group for Meta-Analysis <r-sig-meta-analysis using r-project.org>
Cc: Sicong Liu <64zone using gmail.com>
Subject: Re: [R-meta] origin of "sandwich"

Hi Sicong,

Your impression is correct. It's called a sandwich estimator because the formula looks like a sandwich. It has the same quantity, called the "bread," on both sides, with a quantity called the "meat" in the middle. See Kaureman & Carroll (2001) for a technical explainer:
https://www.jstor.org/stable/3085907

We can torture this analogy further by noting that the meat matrix consist of a bunch of slices---one for each cluster---so it really is like slices of baloney or salami or something. Furthermore, if you consider the slices individually, they are poor quality estimators of what we're trying to quantify. But if you stack enough of them together, they work well enough (...to satisfy your grumbling stomach...).

My clubSandwich package gets its name from the fact that it implements sandwich-type formulas, but with extra "filling" in the middle of the sandwich---not just meat,  but also some sprouts, Swiss cheese, thousand island dressing, etc. The extra filling is there to improve the performance of the sandwich estimator when you only have a few independent slices of meat. I've explained this analogy in a few talks I've given, e.g.: https://www.jepusto.com/talk/oslorug-2022-clubsandwich/
The reactions have varied from polite chuckles to outright eye rolling, depending on how hungry the audience is. Your mileage may vary.

James

On Fri, Jul 14, 2023, 3:15 PM Sicong Liu via R-sig-meta-analysis <r-sig-meta-analysis using r-project.org<mailto:r-sig-meta-analysis using r-project.org>> wrote:
Dear All,

I have a burning question regarding the origin of the word “sandwich” that frequently appears in meta-analysis (e.g., “Egger sandwich test” and the R package “clubSandwich”). Could some meta tycoon(s) share knowledge/discussion on this?

My vague impression was that “sandwich” may relate to the looking of a linear algebra expression for computing uncertainties. However, I could no longer identify this source (a book I think) and feel much bothered by it. Thank you all in advance!

Best regards,
Sicong (Zone)

---------------------------------------------------------
Sicong (Zone) Liu, Ph.D.
Research Associate
University of Pennsylvania

3620 Walnut Street,
Philadelphia, PA 19104-6220
Email: zone using upenn.edu<mailto:zone using upenn.edu><mailto:zone using upenn.edu<mailto:zone using upenn.edu>>
Cell: 850-345-5788
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