Please post your tag synonym suggestions as new answers in this thread, one answer per suggestion. Upvote answers where you believe that the suggested tags should be made synonyms, and downvote answers where you believe the tags should remain separate. Well upvoted suggestions will be eventually implemented by the moderators (and then the corresponding answers will be deleted).
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7$\begingroup$ @whuber, if this is inappropriate or unhelpful, then I can delete it, but my goal is the opposite: I don't want you (or the other mods) to have to spend time thinking about this & doing a lot of extra research. I'm hoping to bring this to the attention of the community, which, by voting (commenting, etc), will have done all of that for you guys. Nb, w/ respect to lme & multilevel, I'm not sure anyone will have the requisite upvotes--there have only been 3 questions w/ multilevel, according to it's page. $\endgroup$ – gung♦ Jun 7 '12 at 16:59
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$\begingroup$ Comments are not for extended discussion; this conversation has been moved to chat. $\endgroup$ – whuber♦ Jan 21 '16 at 14:55
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robust-standard-error $\leftarrow$ neweywest
Strictly speaking, this isn't a synonym. The Newey-West estimator is a specific instance of a robust standard error estimator. That is, this is a set-subset relation. People should feel free to disagree with this suggestion on that basis. However, I question whether they are distinct enough that people are going to want information (i.e., search for) on only one without the other. I further wonder whether there is sufficient interest to justify it: it was created in Sep 2011, and categorizes 27 questions so far, although no doubt there will be more eventually. Robust SE seems to have been created more recently (April 2014), but to have collected nearly twice as many questions.
[robust-standard-error]has 49 threads, with an excerpt and wiki.[neweywest]has 27 threads, at least a couple of which seem to be about robust SEs more generally rather than specifically only about the Newey-West estimator per se. It had neither an excerpt nor a wiki, but I just made an excerpt suggesting people use robust SE instead.
Updated with two more potential synonyms:
robust-standard-error $\leftarrow$ sandwich
robust-standard-error $\leftarrow$ clustered-standard-errors
[sandwich]has 17 threads, with a good excerpt and wiki. One thread has both sandwich and robSE.[clustered-standard-errors]has 79 threads, with a good excerpt and wiki. The excerpt specifies that this is a subset of sandwich estimators. Three questions have both clustSE and robSE; one thread has clustSE and sandwich.
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$\begingroup$ This sounds reasonable, but I know almost nothing about these topics and don't think I can judge. In particular, I am wondering if we have other tags that are examples of robust standard error estimators? Or is Newey-West the only such tag? If so, does it correspond to Newey-West being the most popular one? $\endgroup$ – amoeba Jan 30 '17 at 19:33
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$\begingroup$ For example, is [sandwich] also a subset of [robust-standard-error]? $\endgroup$ – amoeba Jan 30 '17 at 19:34
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$\begingroup$ Hmmm, good point @amoeba.
[sandwich]is also a subset (it might be nearly a synonym, but I suspect there might be some kind of robust SE that isn't a sandwich estimator).[sandwich]is older than [rse], has 17 threads w/ a good excerpt & wiki (better than robSE). I could add it as another piece to this answer, but that might make it harder for people to distinguish the parts of the answer they approve vs disapprove, or could add as a separate answer. I would also probably be fine w/[sandwich]as the master. $\endgroup$ – gung♦ Jan 30 '17 at 20:14 -
$\begingroup$ Based on what you said, I think either we should map both, NW and sandwich, to robSE, or alternatively leave all of them alone. I cannot say what makes more sense, we should ask people with high rep in these tags. $\endgroup$ – amoeba Jan 30 '17 at 20:21
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$\begingroup$ Perhaps remove this from here & post this (together with [sandwich]) as a separate Meta question? $\endgroup$ – amoeba Jan 30 '17 at 20:23
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$\begingroup$ @amoeba I think as the info tag is written, robust-standard-error could be an umbrella for both sandwich and neweywest, but they are not synonyms as I see it. Of the three, I do see sandwich and RSE often used interchangeably, but it seems Newey West is specifically intended for time-series so not a general approach, but a tool for a specific kind of data analysis. $\endgroup$ – AdamO Jan 30 '17 at 21:33
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1$\begingroup$ @Andy, I don't clearly grasp which tags you think we should retain & which should be made synonyms of which. Would your concern about clustered-SEs be allayed by making it a synonym? (Ie, people would type "clustered-standard-errors", it would be displayed in the tags, but then would be silently changed when they hit submit.) $\endgroup$ – gung♦ Feb 5 '17 at 17:51
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1$\begingroup$ Ok sorry, I might not have expressed this very clearly. I think that [sandwich] and [neweywest] should be merged into [robust-standard-errors]. The [clustered-standard-errors] tag I would like to keep given the high demand for this tag and its wider applicability. Your idea of making it a synonym of [robust-standard-errors] would probably also work well though. $\endgroup$ – Andy Feb 5 '17 at 18:10
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1$\begingroup$ @amoeba thanks for your reply. I think also merging clustered-standard-errors into robust-standard-errors would be okay but personally I would prefer if we didn't do it because there seems to be demand for this tag (79 questions). It depends how narrowly we want to define our tag system. In this sense, we could equally move [regressions], [2sls], [logit], [probit] into [estimation]. So I think we should still differentiate a little where this makes sense. $\endgroup$ – Andy Feb 5 '17 at 23:53
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1$\begingroup$ It would have helped to have this moved to a separate thread. Main considerations: (1) Newey-West standard errors are a special type of "robust" standard errors for time series; (2) as @Andy (I think) reminded, not all of the "robust" standard errors are analytical (e.g., bootstrap), although all analytical "robust" standard errors have the sandwich form (after Huber 1967); (3) clustered standard errors are a special type of a sandwich-type estimator / "robust" standard errors that deal with cluster/spatial/sampling correlation. 1/# $\endgroup$ – StasK Feb 8 '17 at 18:08
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1$\begingroup$ ... continued: (0) "robust" standard errors are all designed to fix the inverse information matrix var-cov estimate that is sensitive to the model assumption (such as i.i.d. and normality); most of the corrections are originally offered for the linear regression model, and later eventually extended to GLM-type models; (4) a somewhat restricted use of the "robust" standard errors in econometrics literature is indeed in reference to White (1980) standard errors that correct only for possible heteroskedasticity of residuals in linear regression models. 2/# $\endgroup$ – StasK Feb 8 '17 at 18:15
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1$\begingroup$ There are indeed terminological differences between the different disciplines that utilize these estimators. Econometricians call them "robust" (after
robustoption in Stata and package in R); I hate this term because these standard errors are not robust in the Swiss sense of the word to the outliers at infinity. Biostatisticians seem to be using "sandwich" more often in the GEE tradition, although I am less familiar with that literature. Survey statisticians have also been utilizing the same algebra, but refer to these standard errors as Taylor series linearization (Binder 1984) 3/# $\endgroup$ – StasK Feb 8 '17 at 18:18 -
2$\begingroup$ @StasK Thanks a lot for this overview, I personally have learnt a lot. I tried googling but e.g. relevant Wikipedia pages are nowhere close to this clarity. My personal impression, based on what you said, is that all of that should be synonymized together under robSE. If terminology differs and topic intertwine, it's more helpful to have everything under one tag so that people could navigate the whole body of these questions. $\endgroup$ – amoeba Feb 8 '17 at 18:29
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1$\begingroup$ @StasK I think the decision should primarily depend on what will help organizing existing threads better. I.e. I don't see how navigating [sandwich] tag alone will help anybody. But one could probably argue that other three tags are fine as they are... My point is merely that given that we have only 165 Qs with any of these four tags, combining them would not be too excessive. $\endgroup$ – amoeba Feb 8 '17 at 18:41
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2$\begingroup$ @StasK, questions that would only pertain to R's sandwich package would be off topic. Generally, we're hesitant to have tags whose existence leads people to believe that software / code questions are appropriate. A question about sandwich estimators & the package should be fine, but I'd think someone would just have a subject matter tag & the
rtag. For the most part, I see getting the tags right as a way to ensure the information on the site is well organized. Ie, I think it's OK if the tags aren't perfect, but are likely to be better used by unfamiliar people & make info findable. $\endgroup$ – gung♦ Oct 29 '18 at 16:54
