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The effect of number of clusters and magnitude of within-cluster homogeneity in outcomes on the performance of four variance estimators for a marginal multivariable Cox regression model fit to clustered data in the context of observational research

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Researchers often estimate the association between the hazard of a time-to-event outcome and the characteristics of individuals and the clusters in which individuals are nested. Lin and Wei’s robust variance estimator is often used with a Cox regression model fit to clustered data. Recently, alternative variance estimators have been proposed: the Fay-Graubard estimator, the Kauermann-Carroll estimator, and the Mancl-DeRouen estimator. Using Monte Carlo simulations, we found that, when fitting a marginal Cox regression model with both individual-level and cluster-level covariates: (i) in the presence of weak to moderate within-cluster homogeneity of outcomes, the Lin-Wei variance estimator can result in estimates of the SE with moderate bias when the number of clusters is fewer than 20-30, while in the presence of strong within-cluster homogeneity, it can result in biased estimation even when the number of clusters is as large as 100; (ii) when the number of clusters was less than approximately 20, the Fay-Graubard variance estimator tended to result in estimates of SE with the lowest bias; (iii) when the number of clusters exceeded approximately 20, the Mancl-DeRouen estimator tended to result in estimated standard errors with the lowest bias; (iv) the Mancl-DeRouen estimator used with a t-distribution tended to result in 95% confidence that had the best performance of the estimators; (v) when the magnitude of within-cluster homogeneity in outcomes was strong or very strong, all methods resulted in confidence intervals with lower than advertised coverage rates even when the number of clusters was very large.

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Austin PC. Stat Med. 2024; Jun 1 [Epub ahead of print].

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