The Performance of Random Coefficient Regression in Accounting for Residual Confounding

• Published in: Biometrics
• Main Authors: Gustafson, Paul, Greenland, Sander
• Format: Article in Journal/Newspaper
• Language: English
• Published: Wiley 2006
• Subjects: Applied Mathematics; General Agricultural and Biological Sciences; General Immunology and Microbiology; General Biochemistry, Genetics and Molecular Biology; General Medicine; Statistics and Probability; Greenland
• Online Access: http://dx.doi.org/10.1111/j.1541-0420.2005.00510.x; https://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1111%2Fj.1541-0420.2005.00510.x; https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1541-0420.2005.00510.x

Summary Greenland (2000, Biometrics 56, 915–921) describes the use of random coefficient regression to adjust for residual confounding in a particular setting. We examine this setting further, giving theoretical and empirical results concerning the frequentist and Bayesian performance of random coefficient regression. Particularly, we compare estimators based on this adjustment for residual confounding to estimators based on the assumption of no residual confounding. This devolves to comparing an estimator from a nonidentified but more realistic model to an estimator from a less realistic but identified model. The approach described by Gustafson (2005, Statistical Science 20, 111–140) is used to quantify the performance of a Bayesian estimator arising from a nonidentified model. From both theoretical calculations and simulations we find support for the idea that superior performance can be obtained by replacing unrealistic identifying constraints with priors that allow modest departures from those constraints. In terms of point‐estimator bias this superiority arises when the extent of residual confounding is substantial, but the advantage is much broader in terms of interval estimation. The benefit from modeling residual confounding is maintained when the prior distributions employed only roughly correspond to reality, for the standard identifying constraints are equivalent to priors that typically correspond much worse.