Large Sample Theory for Semiparametric Regression Models with Two-Phase, Outcome Dependent Sampling Export

@article{Breslow2003, abstract = {Outcome-dependent, two-phase sampling designs can dramatically reduce the costs of observational studies by judicious selection of the most informative subjects for purposes of detailed covariate measurement. Here we derive asymptotic information bounds and the form of the efficient score and influence functions for the semiparametric regression models studied by Lawless, Kalbfleisch and Wild (1999) under two-phase sampling designs. We show that the maximum likelihood estimators for both the parametric and nonparametric parts of the model are asymptotically normal and efficient. The efficient influence function for the parametric part agrees with the more general information bound calculations of Robins, Hsieh and Newey (1995). By verifying the conditions of Murphy and van der Vaart (2000) for a least favorable parametric submodel, we provide asymptotic justification for statistical inference based on profile likelihood.}, author = {Breslow, Norman and McNeney, Brad and Wellner, Jon A.}, citeulike-article-id = {6095912}, citeulike-linkout-0 = {http://dx.doi.org/10.2307/3448453}, citeulike-linkout-1 = {http://www.jstor.org/stable/3448453}, doi = {10.2307/3448453}, issn = {00905364}, journal = {The Annals of Statistics}, number = {4}, pages = {1110--1139}, posted-at = {2009-11-10 22:57:55}, priority = {2}, publisher = {Institute of Mathematical Statistics}, title = {Large Sample Theory for Semiparametric Regression Models with Two-Phase, Outcome Dependent Sampling}, url = {http://dx.doi.org/10.2307/3448453}, volume = {31}, year = {2003} }

TY - JOUR ID - Breslow2003 L3 - citeulike-article-id:6095912 N2 - Outcome-dependent, two-phase sampling designs can dramatically reduce the costs of observational studies by judicious selection of the most informative subjects for purposes of detailed covariate measurement. Here we derive asymptotic information bounds and the form of the efficient score and influence functions for the semiparametric regression models studied by Lawless, Kalbfleisch and Wild (1999) under two-phase sampling designs. We show that the maximum likelihood estimators for both the parametric and nonparametric parts of the model are asymptotically normal and efficient. The efficient influence function for the parametric part agrees with the more general information bound calculations of Robins, Hsieh and Newey (1995). By verifying the conditions of Murphy and van der Vaart (2000) for a least favorable parametric submodel, we provide asymptotic justification for statistical inference based on profile likelihood. IS - 4 JF - The Annals of Statistics SN - 00905364 EP - 1139 TI - Large Sample Theory for Semiparametric Regression Models with Two-Phase, Outcome Dependent Sampling PB - Institute of Mathematical Statistics VL - 31 SP - 1110 AU - Breslow, Norman AU - McNeney, Brad AU - Wellner, Jon PY - 2003/// UR - http://dx.doi.org/10.2307/3448453 ER -