Variance Estimation under Two‐Phase Sampling
Variance Estimation under Two‐Phase Sampling
复制标题
两阶段采样下的方差估计
DOI：
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发表时间：
2015
期刊：
影响因子：
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通讯作者：
Takumi Saegusa
中科院分区：
文献类型：
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作者：
Takumi Saegusa
本文研究了无替换两阶段分层抽样下加权似然估计的方差估计。在许多半参数模型中，WLE的渐近方差包含未知函数或不具有封闭形式。在这些模型中，估计影响函数的逆概率加权（IPW）样本方差的标准方法则不可用。为了解决这个问题，我们开发了一般半参数模型中WLE的方差估计程序。通过对IPW对数似然进行数值导数来估计I期方差。基于有限总体中分层样本的自助法估计II期方差。尽管理论上的困难，由于不替换抽样相关的观察，我们建立（自举）我们的估计的一致性。我们的方法的有限样本性质的仿真研究中示出。
We consider the variance estimation of the weighted likelihood estimator (WLE) under two‐phase stratified sampling without replacement. Asymptotic variance of the WLE in many semiparametric models contains unknown functions or does not have a closed form. The standard method of the inverse probability weighted (IPW) sample variances of an estimated influence function is then not available in these models. To address this issue, we develop the variance estimation procedure for the WLE in a general semiparametric model. The phase I variance is estimated by taking a numerical derivative of the IPW log likelihood. The phase II variance is estimated based on the bootstrap for a stratified sample in a finite population. Despite a theoretical difficulty of dependent observations due to sampling without replacement, we establish the (bootstrap) consistency of our estimators. Finite sample properties of our method are illustrated in a simulation study.
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DOI：
10.1056/nejmoa1113425
发表时间：
2012-04-05
期刊：
The New England journal of medicine
影响因子：
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作者：
Haynes BF;Gilbert PB;McElrath MJ;Zolla-Pazner S;Tomaras GD;Alam SM;Evans DT;Montefiori DC;Karnasuta C;Sutthent R;Liao HX;DeVico AL;Lewis GK;Williams C;Pinter A;Fong Y;Janes H;DeCamp A;Huang Y;Rao M;Billings E;Karasavvas N;Robb ML;Ngauy V;de Souza MS;Paris R;Ferrari G;Bailer RT;Soderberg KA;Andrews C;Berman PW;Frahm N;De Rosa SC;Alpert MD;Yates NL;Shen X;Koup RA;Pitisuttithum P;Kaewkungwal J;Nitayaphan S;Rerks-Ngarm S;Michael NL;Kim JH
通讯作者：
Kim JH
影响因子：
4.5
作者：
Saegusa T;Wellner JA
通讯作者：
Wellner JA