Independence estimating equations for controlled clinical trials with small sample sizes: Interval estimation

G. Dahmen, Andreas Ziegler*

*Corresponding author for this work
9 Citations (Scopus)


Objectives: The application of independence estimating equations (IEE) for controlled clinical trials (CCTs) has recently been discussed, and recommendations for its use have been derived for testing hypotheses. The robust estimator of variance has been shown to be liberal for small sample sizes. Therefore a series of modifications has been proposed. In this paper we systematically compare confidence intervals (CIs) proposed in the literature for situations that are common in CCTs. Methods: Using Monte-Carlo simulation studies, we compared the coverage probabilities of CIs and non-convergence probabilities for the parameters of the mean structure for small samples using modifications of the variance estimator proposed by Mancl and de Rouen [7], Morel et al. [8] and Pan [3]. Results: None of the proposed modifications behave well in each investigated situation. For parallel group designs with repeated measurements and binary response the method proposed by Pan maintains the nominal level. We observed non-convergence of the IEE algorithm in up to 10% of the replicates depending on response probabilities in the treatment groups. For comparing slopes with continuous responses, the approach of Morel et al. can be recommended. Conclusions: Results of non-convergence probabilities show that IEE should not be used in parallel group designs with binary endpoints and response probabilities close to 0 or 1. Modifications of the robust variance estimator should be used for sample sizes up to 100 clusters for CI estimation.

Original languageEnglish
JournalMethods of Information in Medicine
Issue number4
Pages (from-to)430-434
Number of pages5
Publication statusPublished - 2006


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