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Stepped wedge cluster trials are an increasingly popular alternative to traditional parallel cluster randomized trials. Such trials often utilize a small number of clusters and numerous time intervals, and these components must be considered when choosing an analysis method. A generalized linear mixed model containing a random intercept and fixed time and intervention covariates is the most common analysis approach. However, the sole use of a random intercept applies a constant intraclass correlation coefficient structure, which is an assumption that is likely to be violated given stepped wedge trials (SWTs) have multiple time intervals. Alternatively, generalized estimating equations (GEE) are robust to the misspecification of the working correlation structure, although it has been shown that small-sample adjustments to standard error estimates and the use of appropriate degrees of freedom are required to maintain the validity of inference when the number of clusters is small. In this article, we show, using an extensive simulation study based on a motivating example and a more general design, the use of GEE can maintain the validity of inference in small-sample SWTs with binary outcomes. Furthermore, we show which combinations of bias corrections to standard error estimates and degrees of freedom work best in terms of attaining nominal type I error rates.

Data arising from longitudinal studies are commonly analyzed with generalized estimating equations. Previous literature has shown that liberal inference may result from the use of the empirical sandwich covariance matrix estimator when the number of subjects is small. Therefore, two different approaches have been used to improve the validity of inference. First, many different small-sample corrections to the empirical estimator have been offered in order to reduce bias in resulting standard error estimates. Second, critical values can be obtained from a t-distribution or an F-distribution with approximated degrees of freedom. Although limited studies on the comparison of these small-sample corrections and degrees of freedom have been published, there is a need for a comprehensive study of currently existing methods in a wider range of scenarios. Therefore, in this manuscript, we conduct such a simulation study, finding two methods to attain nominal type I error rates more consistently than other methods in a variety of settings: First, a recently proposed method by Westgate and Burchett (2016, Statistics in Medicine 35, 3733-3744) that specifies both a covariance estimator and degrees of freedom, and second, an average of two popular corrections developed by Mancl and DeRouen (2001, Biometrics 57, 126-134) and Kauermann and Carroll (2001, Journal of the American Statistical Association 96, 1387-1396) with degrees of freedom equaling the number of subjects minus the number of parameters in the marginal model.

The analysis of very small samples of Gaussian repeated measurements can be challenging. First, due to a very small number of independent subjects contributing outcomes over time, statistical power can be quite small. Second, nuisance covariance parameters must be appropriately accounted for in the analysis in order to maintain the nominal test size. However, available statistical strategies that ensure valid statistical inference may lack power, whereas more powerful methods may have the potential for inflated test sizes. Therefore, we explore an alternative approach to the analysis of very small samples of Gaussian repeated measurements, with the goal of maintaining valid inference while also improving statistical power relative to other valid methods. This approach uses generalized estimating equations with a bias-corrected empirical covariance matrix that accounts for all small-sample aspects of nuisance correlation parameter estimation in order to maintain valid inference. Furthermore, the approach utilizes correlation selection strategies with the goal of choosing the working structure that will result in the greatest power. In our study, we show that when accurate modeling of the nuisance correlation structure impacts the efficiency of regression parameter estimation, this method can improve power relative to existing methods that yield valid inference. Copyright © 2017 John Wiley & Sons, Ltd.

Generalized estimating equations (GEE) are often used for the marginal analysis of longitudinal data. Although much work has been performed to improve the validity of GEE for the analysis of data arising from small-sample studies, little attention has been given to power in such settings. Therefore, we propose a valid GEE approach to improve power in small-sample longitudinal study settings in which the temporal spacing of outcomes is the same for each subject. Specifically, we use a modified empirical sandwich covariance matrix estimator within correlation structure selection criteria and test statistics. Use of this estimator can improve the accuracy of selection criteria and increase the degrees of freedom to be used for inference. The resulting impacts on power are demonstrated via a simulation study and application example. Copyright © 2016 John Wiley & Sons, Ltd.

Data arising from longitudinal studies are commonly analyzed with generalized estimating equations. Previous literature has shown that liberal inference may result from the use of the empirical sandwich covariance matrix estimator when the number of subjects is small. Therefore, two different approaches have been used to improve the validity of inference. First, many different small-sample corrections to the empirical estimator have been offered in order to reduce bias in resulting standard error estimates. Second, critical values can be obtained from a t-distribution or an F-distribution with approximated degrees of freedom. Although limited studies on the comparison of these small-sample corrections and degrees of freedom have been published, there is a need for a comprehensive study of currently existing methods in a wider range of scenarios. Therefore, in this manuscript, we conduct such a simulation study, finding two methods to attain nominal type I error rates more consistently than other methods in a variety of settings: First, a recently proposed method by Westgate and Burchett (2016, Statistics in Medicine 35, 3733-3744) that specifies both a covariance estimator and degrees of freedom, and second, an average of two popular corrections developed by Mancl and DeRouen (2001, Biometrics 57, 126-134) and Kauermann and Carroll (2001, Journal of the American Statistical Association 96, 1387-1396) with degrees of freedom equaling the number of subjects minus the number of parameters in the marginal model.

Generalized estimating equations are commonly used to analyze correlated data. Choosing an appropriate working correlation structure for the data is important, as the efficiency of generalized estimating equations depends on how closely this structure approximates the true structure. Therefore, most studies have proposed multiple criteria to select the working correlation structure, although some of these criteria have neither been compared nor extensively studied. To ease the correlation selection process, we propose a criterion that utilizes the trace of the empirical covariance matrix. Furthermore, use of the unstructured working correlation can potentially improve estimation precision and therefore should be considered when data arise from a balanced longitudinal study. However, most previous studies have not allowed the unstructured working correlation to be selected as it estimates more nuisance correlation parameters than other structures such as AR-1 or exchangeable. Therefore, we propose appropriate penalties for the selection criteria that can be imposed upon the unstructured working correlation. Via simulation in multiple scenarios and in application to a longitudinal study, we show that the trace of the empirical covariance matrix works very well relative to existing criteria. We further show that allowing criteria to select the unstructured working correlation when utilizing the penalties can substantially improve parameter estimation.

Generalized estimating equations (GEEs) are commonly used for the marginal analysis of longitudinal data. In order to obtain consistent regression parameter estimates, these estimating equations must be unbiased. However, in the presence of certain types of time-dependent covariates, these equations can be biased unless they incorporate the independence working correlation structure. Moreover, in this case, regression parameter estimation can be very inefficient because not all valid moment conditions are incorporated within the corresponding estimating equations. Therefore, approaches based on the generalized method of moments or quadratic inference functions have been proposed in order to utilize all valid moment conditions. However, we have found in previous studies, as well as the current study, that such methods will not always provide valid inference and can also be improved upon in terms of finite-sample regression parameter estimation. Therefore, we propose both a modified GEE approach and a method selection strategy in order to ensure valid inference with the goal of improving regression parameter estimation. In a simulation study and application example, we compare existing and proposed methods and demonstrate that our modified GEE approach performs well, and the correlation information criterion has good accuracy with respect to selecting the best approach in terms of regression parameter estimation. Copyright © 2017 John WileySons, Ltd.

The analysis of very small samples of Gaussian repeated measurements can be challenging. First, due to a very small number of independent subjects contributing outcomes over time, statistical power can be quite small. Second, nuisance covariance parameters must be appropriately accounted for in the analysis in order to maintain the nominal test size. However, available statistical strategies that ensure valid statistical inference may lack power, whereas more powerful methods may have the potential for inflated test sizes. Therefore, we explore an alternative approach to the analysis of very small samples of Gaussian repeated measurements, with the goal of maintaining valid inference while also improving statistical power relative to other valid methods. This approach uses generalized estimating equations with a bias-corrected empirical covariance matrix that accounts for all small-sample aspects of nuisance correlation parameter estimation in order to maintain valid inference. Furthermore, the approach utilizes correlation selection strategies with the goal of choosing the working structure that will result in the greatest power. In our study, we show that when accurate modeling of the nuisance correlation structure impacts the efficiency of regression parameter estimation, this method can improve power relative to existing methods that yield valid inference. Copyright © 2017 John WileySons, Ltd.

The method of quadratic inference functions (QIF) is an increasingly popular method for the analysis of correlated data because of its multiple advantages over generalized estimating equations (GEE). One advantage is that it is more efficient for parameter estimation when the working covariance structure for the data is misspecified. In the QIF literature, the asymptotic covariance formula is used to obtain standard errors. We show that in small to moderately sized samples, these standard error estimates can be severely biased downward, therefore inflating test size and decreasing coverage probability. We propose adjustments to the asymptotic covariance formula that eliminate finite-sample biases and, as shown via simulation, lead to substantial improvements in standard error estimates, inference, and coverage. The proposed method is illustrated in application to a cluster randomized trial and a longitudinal study. Furthermore, QIF and GEE are contrasted via simulation and these applications.

Group Randomized Trials (GRTs) randomize groups of people to treatment or control arms instead of individually randomizing subjects. When each subject has a binary outcome, over-dispersed binomial data may result, quantified as an intra-cluster correlation (ICC). Typically, GRTs have a small number, bin, of independent clusters, each of which can be quite large. Treating the ICC as a nuisance parameter, inference for a treatment effect can be done using quasi-likelihood with a logistic link. A Wald statistic, which, under standard regularity conditions, has an asymptotic standard normal distribution, can be used to test for a marginal treatment effect. However, we have found in our setting that the Wald statistic may have a variance less than 1, resulting in a test size smaller than its nominal value. This problem is most apparent when marginal probabilities are close to 0 or 1, particularly when n is small and the ICC is not negligible. When the ICC is known, we develop a method for adjusting the estimated standard error appropriately such that the Wald statistic will approximately have a standard normal distribution. We also propose ways to handle non-nominal test sizes when the ICC is estimated. We demonstrate the utility of our methods through simulation results covering a variety of realistic settings for GRTs.

Generalized estimating equations (GEE) are often used for the marginal analysis of longitudinal data. Although much work has been performed to improve the validity of GEE for the analysis of data arising from small-sample studies, little attention has been given to power in such settings. Therefore, we propose a valid GEE approach to improve power in small-sample longitudinal study settings in which the temporal spacing of outcomes is the same for each subject. Specifically, we use a modified empirical sandwich covariance matrix estimator within correlation structure selection criteria and test statistics. Use of this estimator can improve the accuracy of selection criteria and increase the degrees of freedom to be used for inference. The resulting impacts on power are demonstrated via a simulation study and application example. Copyright © 2016 John WileySons, Ltd.

In this paper, we give focus to cluster randomized trials, also known as group randomized trials, which randomize clusters, or groups, of subjects to different trial arms, such as intervention or control. Outcomes from subjects within the same cluster tend to exhibit an exchangeable correlation measured by the intra-cluster correlation coefficient (ICC). Our primary interest is to test if the intervention has an impact on the marginal mean of an outcome. Using recently developed methods, we propose how to select a working ICC structure with the goal of choosing the structure that results in the smallest standard errors for regression parameter estimates and thus the greatest power for this test. Specifically, we utilize small-sample corrections for the estimation of the covariance matrix of regression parameter estimates. This matrix is incorporated within correlation selection criteria proposed in the generalized estimating equations literature to choose one of multiple working ICC structures under consideration. We demonstrate the potential power and utility of this approach when used in cluster randomized trial settings via a simulation study and application example, and we discuss practical considerations for its use in practice. Copyright © 2016 John WileySons, Ltd.

Generalized estimating equations (GEEs) are routinely used for the marginal analysis of correlated data. The efficiency of GEE depends on how closely the working covariance structure resembles the true structure, and therefore accurate modeling of the working correlation of the data is important. A popular approach is the use of an unstructured working correlation matrix, as it is not as restrictive as simpler structures such as exchangeable and AR-1 and thus can theoretically improve efficiency. However, because of the potential for having to estimate a large number of correlation parameters, variances of regression parameter estimates can be larger than theoretically expected when utilizing the unstructured working correlation matrix. Therefore, standard error estimates can be negatively biased. To account for this additional finite-sample variability, we derive a bias correction that can be applied to typical estimators of the covariance matrix of parameter estimates. Via simulation and in application to a longitudinal study, we show that our proposed correction improves standard error estimation and statistical inference.

Generalized estimating equations (GEE) are commonly used for the analysis of correlated data. However, use of quadratic inference functions (QIFs) is becoming popular because it increases efficiency relative to GEE when the working covariance structure is misspecified. Although shown to be advantageous in the literature, the impacts of covariates and imbalanced cluster sizes on the estimation performance of the QIF method in finite samples have not been studied. This cluster size variation causes QIF's estimating equations and GEE to be in separate classes when an exchangeable correlation structure is implemented, causing QIF and GEE to be incomparable in terms of efficiency. When utilizing this structure and the number of clusters is not large, we discuss how covariates and cluster size imbalance can cause QIF, rather than GEE, to produce estimates with the larger variability. This occurrence is mainly due to the empirical nature of weighting QIF employs, rather than differences in estimating equations classes. We demonstrate QIF's lost estimation precision through simulation studies covering a variety of general cluster randomized trial scenarios and compare QIF and GEE in the analysis of data from a cluster randomized trial.