Bootstrap-based methods for estimating standard errors in Cox's regression analyses of clustered event times

Stat Med. 2010 Mar 30;29(7-8):915-23. doi: 10.1002/sim.3807.

Abstract

We propose two bootstrap-based methods to correct the standard errors (SEs) from Cox's model for within-cluster correlation of right-censored event times. The cluster-bootstrap method resamples, with replacement, only the clusters, whereas the two-step bootstrap method resamples (i) the clusters, and (ii) individuals within each selected cluster, with replacement. In simulations, we evaluate both methods and compare them with the existing robust variance estimator and the shared gamma frailty model, which are available in statistical software packages. We simulate clustered event time data, with latent cluster-level random effects, which are ignored in the conventional Cox's model. For cluster-level covariates, both proposed bootstrap methods yield accurate SEs, and type I error rates, and acceptable coverage rates, regardless of the true random effects distribution, and avoid serious variance under-estimation by conventional Cox-based standard errors. However, the two-step bootstrap method over-estimates the variance for individual-level covariates. We also apply the proposed bootstrap methods to obtain confidence bands around flexible estimates of time-dependent effects in a real-life analysis of cluster event times.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Adult
  • Arthritis, Rheumatoid / diagnosis
  • Arthritis, Rheumatoid / epidemiology
  • Biostatistics*
  • Cluster Analysis*
  • Computer Simulation / statistics & numerical data
  • Confidence Intervals
  • Female
  • Humans
  • Male
  • Proportional Hazards Models*
  • Quebec / epidemiology
  • Regression Analysis*
  • Software / statistics & numerical data