Fitting regression models with response‐biased samples

Fitting regression models with response‐biased samples
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用有响应偏差的样本拟合回归模型

DOI:
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发表时间:
2011
期刊:
影响因子:
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通讯作者:
C. Wild
C. Wild
中科院分区:
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文献类型:
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作者:
A. Scott;C. Wild

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本文扩展了Lawless, Kalbfleisch, & Wild(1999)关于用响应偏倚样本拟合回归模型的工作,即某些单位的部分或全部协变量缺失的样本,这种情况发生的概率部分取决于该单位的响应值。一般来说,结果的似然取决于协变量的分布,但我们只对不涉及对这种分布建模的方法感兴趣。我们研究了各种基于估计方程的方法,在这些方法存在的情况下,这些方法与半参数有效方法的关系,并展示了获得有时可能显着的效率增益的方法。加拿大统计杂志39:519-536;2011©2011加拿大统计学会
This paper extends the work in Lawless, Kalbfleisch, & Wild ( 1999 ) on fitting regression models with response‐biased samples, that is, samples where some or all the covariates are missing for some units and the probability that this happens depends in part on the value of the reponse of that unit. In general, the resulting likelihood depends on the distribution of the covariates but we are only interested in methods that do not involve modelling this distribution. We look at a variety of methods based on estimating equations, at the relationship of these methods to semi‐parametric efficient methods in cases where such methods exist, and show ways of obtaining efficiency gains that can sometimes be dramatic. The Canadian Journal of Statistics 39: 519–536; 2011 © 2011 Statistical Society of Canada