Underestimation of Standard Errors in Multi-Site Time Series Studies

Multi-site time series studies of air pollution and mortality and morbidity have figured prominently in the literature as comprehensive approaches for estimating acute effects of air pollution on health. Hierarchical models are generally used to combine site-specific information and estimate pooled air pollution effects taking into account both within-site statistical uncertainty, and across-site heterogeneity. Within a site, characteristics of time series data of air pollution and health (small pollution effects, missing data, highly correlated predictors, non linear confounding etc.) make modelling all sources of uncertainty challenging. One potential consequence is underestimation of the statistical variance of the site-specific effects to be combined. In this paper we investigate the impact of variance underestimation on the pooled relative rate estimate. We focus on two-stage normal-normal hierarchical models and on under- estimation of the statistical variance at the first stage. By mathematical considerations and simulation studies, we found that variance underestimation does not affect the pooled estimate substantially. However, some sensitivity of the pooled estimate to variance underestimation is observed when the number of sites is small and underestimation is severe. These simulation results are applicable to any two-stage normal-normal hierarchical model for combining information of site-specific results, and they can be easily extended to more general hierarchical formulations. We also examined the impact of variance underestimation on the national average relative rate estimate from the National Morbidity Mortality Air Pollution Study and we found that variance underestimation as much as 40% has little effect on the national average.

ON MARGINALIZED MULTILEVEL MODELS AND THEIR COMPUTATION

Clustered data analysis is characterized by the need to describe both systematic variation in a mean model and cluster-dependent random variation in an association model. Marginalized multilevel models embrace the robustness and interpretations of a marginal mean model, while retaining the likelihood inference capabilities and flexible dependence structures of a conditional association model. Although there has been increasing recognition of the attractiveness of marginalized multilevel models, there has been a gap in their practical application arising from a lack of readily available estimation procedures. We extend the marginalized multilevel model to allow for nonlinear functions in both the mean and association aspects. We then formulate marginal models through conditional specifications to facilitate estimation with mixed model computational solutions already in place. We illustrate this approach on a cerebrovascular deficiency crossover trial.