Böhning D, Sarol J
Department of Epidemiology, Free University Berlin, Germany.
Biometrics. 2000 Mar;56(1):304-8. doi: 10.1111/j.0006-341x.2000.00304.x.
In this paper, we consider the case of efficient estimation of the risk difference in a multicenter study allowing for baseline heterogeneity. We consider the optimally weighted estimator for the common risk difference and show that this estimator has considerable bias when the true weights (which are inversely proportional to the variances of the center-specific risk difference estimates) are replaced by their sample estimates. In addition, we propose a new estimator for this situation of the Mantel-Haenszel type that is unbiased and, in addition, has a smaller variance for small sample sizes within the study centers. Simulations illustrate these findings.