Methods for epidemiologic analyses of multiple exposures: A review and comparative study of maximum-likelihood,preliminary-testing,and empirical-bayes regression

Many epidemiologic investigations are designed to study the effects of multiple exposures. Most of these studies are analysed either by fitting a risk-regression model with all exposures forced in the model, or by using a preliminary-testing algorithm, such as stepwise regression, to produce a smaller model. Research indicates that hierarchical modelling methods can outperform these conventional approaches. I here review these methods and compare two hierarchical methods, empirical-Bayes regression and a variant I call ‘semi-Bayes’ regression, to full-model maximum likelihood and to model reduction by preliminary testing. I then present a simulation study of logistic-regression analysis of weak exposure effects to illustrate the type of accuracy gains one may expect from hierarchical methods. Finally, I compare the performance of the methods in a problem of predicting neonatal mortality rates. Based on the literature to date, I suggest that hierarchical methods should become part of the standard approaches to multiple-exposure studies.