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Klusterivahvat keskivirheet×Wild Bootstrap regressioinipäätelmien tekemiseen×
TieteenalaTilastotiedeTilastotiede
MenetelmäperheRegression modelRegression model
Syntyvuosi19861986
KehittäjäLiang & Zeger (GEE sandwich); Cameron & Miller (practitioner synthesis)Wu (1986); refined by Davidson & Flachaire (2008)
TyyppiRobust variance estimation for regressionResampling-based regression inference
AlkuperäislähdeLiang, K. Y. & Zeger, S. L. (1986). Longitudinal Data Analysis Using Generalized Linear Models. Biometrika, 73(1), 13-22. DOI ↗Wu, C. F. J. (1986). Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis. Annals of Statistics, 14(4), 1261-1295. DOI ↗
Rinnakkaisnimetclustered standard errors, cluster-robust inference, clustered variance estimator, Küme Robust Standart Hatalarwild bootstrap, wild cluster bootstrap, Wu-Liu resampling, Wild Bootstrap
Liittyvät45
TiivistelmäCluster-robust standard errors correct the variance of regression coefficients when observations are correlated within clusters such as schools, hospitals, or regions. The clustered sandwich estimator grew out of Liang & Zeger's (1986) generalized estimating equations and was synthesized for applied work by Cameron & Miller (2015), delivering valid inference when ordinary standard errors would be too small.The wild bootstrap is a resampling method for regression models with heteroscedastic errors, introduced by Wu (1986) and refined by Davidson and Flachaire (2008). It builds a bootstrap distribution by rescaling each fitted residual with a random sign, so that standard errors and confidence intervals stay valid when the error variance is not constant or the data are clustered.
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ScholarGateVertaile menetelmiä: Cluster-Robust Standard Errors · Wild Bootstrap. Haettu 2026-06-17 osoitteesta https://scholargate.app/fi/compare