Estimation of covariate effects in generalized linear mixed models with informative cluster sizes

Abstract

In standard regression analyses of clustered data, one typically assumes that the expected value of the response is independent of cluster size. However, this is often false. For example, in studies of surgical interventions, investigators have frequently found surgery volume and outcomes to be related to the skill level of the surgeons. This paper examines the effect of ignoring response-dependent, informative, cluster sizes on standard analytical methods such as mixed-effects models and conditional likelihood methods using analytic calculations, simulation studies and an example from a study of periodontal disease. We consider the case in which cluster sizes and responses share random effects which we assume to be independent of the covariates. Our focus is on maximum likelihood methods that ignore informative cluster sizes, and we show that they exhibit little bias in estimating covariate effects that are uncorrelated with the random effects associated with cluster sizes. However, estimation of covariate effects that are associated with the random effects can be biased. In particular, for models with random intercepts only, ignoring informative cluster sizes can yield biased estimators of the intercept but little bias in estimation of all covariate effects.