title: Conditional logistic regression with sandwich estimators: application to a meta-analysis.
abstract: Motivated by a meta-analysis of animal experiments on the effect of dietary fat and total caloric intake on mammary tumorigenesis, we explore the use of sandwich estimators of variance with conditional logistic regression. Classical conditional logistic regression assumes that the parameters are fixed effects across all clusters, while the sandwich estimator gives appropriate inferences for either fixed effects or random effects. However, inference using the standard Wald test with the sandwich estimator requires that each parameter is estimated using information from a large number of clusters. Since our example violates this condition, we introduce two modifications to the standard Wald test. First, we reduce the bias of the empirical variance estimator (the middle of the sandwich) by using standardized residuals. Second, we approximately account for the variance of these estimators by using the t-distribution instead of the normal distribution, where the degrees of freedom are estimated using Satterthwaite's approximation. Through simulations, we show that these sandwich estimators perform almost as well as classical estimators when the true effects are fixed and much better than the classical estimators when the true effects are random. We achieve simulated nominal coverage for these sandwich estimators even when some parameters are estimated from a small number of clusters.
authors.affiliation: Biometry Branch, National Cancer Institute, Bethesda, Maryland 20892-7354, USA. m7f@helix.nih.gov
authors.forename: M P
authors.initials: MP
authors.lastname: Fay
authors.forename: B I
authors.initials: BI
authors.lastname: Graubard
authors.forename: L S
authors.initials: LS
authors.lastname: Freedman
authors.forename: D N
authors.initials: DN
authors.lastname: Midthune
mesh_terms: D000818:Animals; D001699:Biometry; D004041:Dietary Fats / Q000008:administration & dosage; D002149:Energy Intake; D005260:Female; D016015:Logistic Models; D008325:Mammary Neoplasms, Experimental / Q000209:etiology; D015201:Meta-Analysis as Topic; D051379:Mice; D051381:Rats
chemical_list: D004041:Dietary Fats