Optimal multiwave sampling for regression modeling in two-phase designs.

Optimal multiwave sampling for regression modeling in two-phase designs.
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DOI:
10.1002/sim.8760
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发表时间:
2020-12-30
影响因子:
2
通讯作者:
Lumley T
Lumley T
中科院分区:
医学3区
文献类型:
--
作者:
Chen T;Lumley T

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两阶段设计涉及在已经测量了一些变量的队列子集上测量额外的变量。两阶段设计的目标是从队列中选择一个子样本,并有效地分析该子样本。它是感兴趣的,以获得一个最佳的设计,给出最有效的估计回归参数。在本文中,我们提出了一个多波抽样设计,以近似最优设计的设计为基础的估计。影响函数用于计算最优采样分配。我们建议使用信息先验的回归参数,以获得波-1的采样概率,因为任何预先指定的采样概率可能是远离最佳和降低设计效率。然后,从当前波导出的回归参数的后验分布将被用作下一波的先验。在最终统计分析中使用了广义排序。我们表明,一个两波采样与合理的信息先验将最终与一个高效的估计参数的利益,并接近底层的最优设计。
Two-phase designs involve measuring extra variables on a subset of the cohort where some variables are already measured. The goal of two-phase designs is to choose a subsample of individuals from the cohort and analyse that subsample efficiently. It is of interest to obtain an optimal design that gives the most efficient estimates of regression parameters. In this paper, we propose a multi-wave sampling design to approximate the optimal design for design-based estimators. Influence functions are used to compute the optimal sampling allocations. We propose to use informative priors on regression parameters to derive the wave-1 sampling probabilities because any pre-specified sampling probabilities may be far from optimal and decrease the design efficiency. The posterior distributions of the regression parameters derived from the current wave will then be used as priors for the next wave. Generalised raking is used in the final statistical analysis. We show that a two-wave sampling with reasonable informative priors will end up with a highly efficient estimation for the parameter of interest and be close to the underlying optimal design.
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发表时间: 2011-08
期刊: International statistical review = Revue internationale de statistique
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