title: Can the buck always be passed to the highest level of clustering?
abstract: 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.
authors.affiliation: MRC Tropical Epidemiology Group, London School of Hygiene & Tropical Medicine, Keppel Street, London, UK. christian.bottomley@lshtm.ac.uk.
authors.forename: Christian
authors.initials: C
authors.lastname: Bottomley
authors.affiliation: MRC Tropical Epidemiology Group, London School of Hygiene & Tropical Medicine, Keppel Street, London, UK. mattkirby.tanga@gmail.com.
authors.forename: Matthew J
authors.initials: MJ
authors.lastname: Kirby
authors.affiliation: MRC Tropical Epidemiology Group, London School of Hygiene & Tropical Medicine, Keppel Street, London, UK. s.w.lindsay@durham.ac.uk.
authors.forename: Steve W
authors.initials: SW
authors.lastname: Lindsay
authors.affiliation: MRC Tropical Epidemiology Group, London School of Hygiene & Tropical Medicine, Keppel Street, London, UK. neal.alexander@lshtm.ac.uk.
authors.forename: Neal
authors.initials: N
authors.lastname: Alexander
mesh_terms: D002648:Child; D002675:Child, Preschool; D016000:Cluster Analysis; D003198:Computer Simulation; D005260:Female; D005714:Gambia / Q000453:epidemiology; D006801:Humans; D015994:Incidence; D007223:Infant; D016015:Logistic Models; D008288:Malaria / Q000453:epidemiology* / Q000517:prevention & control; D008297:Male; D008403:Mass Screening / Q000379:methods; D015233:Models, Statistical; D012680:Sensitivity and Specificity; D006113:United Kingdom / Q000453:epidemiology