[R-sig-ME] sandwich variance estimation using glmer?

[Dimitris Rizopoulos]

On 11/3/2010 1:57 PM, Doran, Harold wrote:
> Out of curiosity, why would you want a sandwich estimator from lmer? That estimator is typically used when the likelihood is misspecified, but you still want standard errors that account for correlations among units within a cluster.
>
> Since this is what lmer standard errors already account for, is there a need for the sandwich?

well, it is possible that the random-effects structure that you have 
specified is not the correct one (i.e., in order to fully account for 
the correlations), and in this case it makes sense to use the sandwich 
estimator (of course, the sandwich estimator has its own problems, but 
this is probably another discussion...)

Best,
Dimitris


>> -----Original Message-----
>> From: r-sig-mixed-models-bounces at r-project.org [mailto:r-sig-mixed-models-
>> bounces at r-project.org] On Behalf Of Tyler Dean Rudolph
>> Sent: Tuesday, November 02, 2010 4:41 PM
>> To: r-sig-mixed-models at r-project.org
>> Subject: [R-sig-ME] sandwich variance estimation using glmer?
>>
>> Are there any current functionalities in R that permit estimation of robust
>> sandwich variances based on lmer (mixed model) objects??  I'm aware of the
>> sandwich package and gee implementations but to my knowledge these are not
>> yet compatible with mixed model objects.
>>
>> Apparently these are already implemented in SAS....
>>
>> Tyler
>>
>> 	[[alternative HTML version deleted]]
>>
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-- 
Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus University Medical Center

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