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Durham University

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Publication details for Prof Steve Lindsay

Bottomley, C., Kirby, M.J., Lindsay, S.W. & Alexander, N.A. (2016). Can the buck always be passed to the highest level of clustering? BMC Medical Research Methodology 16(1): 29.

Author(s) from Durham


Background: Clustering commonly affects the uncertainty of parameter estimates in epidemiological studies.
Cluster-robust variance estimates (CRVE) are used to construct confidence intervals that account for single-level
clustering, and are easily implemented in standard software. When data are clustered at more than one level (e.g.
village and household) the level for the CRVE must be chosen. CRVE are consistent when used at the higher level of
clustering (village), but since there are fewer clusters at the higher level, and consistency is an asymptotic property,
there may be circumstances under which coverage is better from lower- rather than higher-level CRVE. Here we assess
the relative importance of adjusting for clustering at the higher and lower level in a logistic regression model.
Methods: We performed a simulation study in which the coverage of 95 % confidence intervals was compared
between adjustments at the higher and lower levels.
Results: Confidence intervals adjusted for the higher level of clustering had coverage close to 95 %, even when there
were few clusters, provided that the intra-cluster correlation of the predictor was less than 0.5 for models with a single
predictor and less than 0.2 for models with multiple predictors.
Conclusions: When there are multiple levels of clustering it is generally preferable to use confidence intervals that
account for the highest level of clustering. This only fails if there are few clusters at this level and the intra-cluster
correlation of the predictor is high.