title: A comparison of two bias-corrected covariance estimators for generalized estimating equations.
abstract: Mancl and DeRouen (2001, Biometrics57, 126-134) and Kauermann and Carroll (2001, JASA96, 1387-1398) proposed alternative bias-corrected covariance estimators for generalized estimating equations parameter estimates of regression models for marginal means. The finite sample properties of these estimators are compared to those of the uncorrected sandwich estimator that underestimates variances in small samples. Although the formula of Mancl and DeRouen generally overestimates variances, it often leads to coverage of 95% confidence intervals near the nominal level even in some situations with as few as 10 clusters. An explanation for these seemingly contradictory results is that the tendency to undercoverage resulting from the substantial variability of sandwich estimators counteracts the impact of overcorrecting the bias. However, these positive results do not generally hold; for small cluster sizes (e.g., <10) their estimator often results in overcoverage, and the bias-corrected covariance estimator of Kauermann and Carroll may be preferred. The methods are illustrated using data from a nested cross-sectional cluster intervention trial on reducing underage drinking.
authors.affiliation: Brown University Center for Primary Care and Prevention, Memorial Hospital of Rhode Island, Pawtucket, Rhode Island 02860, USA.
authors.forename: Bing
authors.initials: B
authors.lastname: Lu
authors.forename: John S
authors.initials: JS
authors.lastname: Preisser
authors.forename: Bahjat F
authors.initials: BF
authors.lastname: Qaqish
authors.forename: Chirayath
authors.initials: C
authors.lastname: Suchindran
authors.forename: Shrikant I
authors.initials: SI
authors.lastname: Bangdiwala
authors.forename: Mark
authors.initials: M
authors.lastname: Wolfson
mesh_terms: D000465:Algorithms; D015982:Bias; D001699:Biometry / Q000379:methods*; D002986:Clinical Trials as Topic / Q000379:methods*; D016000:Cluster Analysis; D003627:Data Interpretation, Statistical; D012044:Regression Analysis; D015203:Reproducibility of Results; D012680:Sensitivity and Specificity