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Can the buck always be passed to the highest level of clustering?

Bottomley, C. and Kirby, M.J. and Lindsay, S.W. and Alexander, N.A. (2016) 'Can the buck always be passed to the highest level of clustering?', BMC medical research methodology., 16 (1). p. 29.


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.

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Publisher statement:© 2016 Bottomley et al. Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (, which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made. The Creative Commons Public Domain Dedication waiver ( applies to the data made available in this article, unless otherwise stated.
Record Created:14 Mar 2016 10:50
Last Modified:14 Mar 2016 12:04

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