Improved Horvitz-Thompson Estimation of Model Parameters from Two-phase Stratified Samples: Applications in Epidemiology.
Improved Horvitz-Thompson Estimation of Model Parameters from Two-phase Stratified Samples: Applications in Epidemiology.
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改进的两相分层样本模型参数的 Horvitz-Thompson 估计：在流行病学中的应用。
DOI：
10.1007/s12561-009-9001-6
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发表时间：
2009-05-01
影响因子：
1
通讯作者：
Kulich, Michal
中科院分区：
文献类型：
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作者：
Breslow, Norman E;Lumley, Thomas;Ballantyne, Christie M;Chambless, Lloyd E;Kulich, Michal
病例队列研究包括两个阶段的抽样：第一阶段从无限大的超级人群中进行简单随机抽样，第二阶段从有限队列中进行分层随机抽样。病例队列数据的标准分析涉及逆概率加权（IPW）估计方程的解，权重由已知的第二阶段抽样分数确定。（半）参数模型（包括考克斯模型）中参数估计值的方差是两项之和：（i）如果整个队列的完整数据可用，则将计算的常规估计值的基于模型的方差;（ii）来自有效影响函数（IF）贡献的未知队列总数的IPW估计值的基于设计的方差。该第二方差分量可以通过调整采样权重来减小，或者通过对与IF贡献相关的辅助变量的已知群组总数进行校准，或者通过使用这些相同的辅助变量进行估计。这两种调整方法都在R调查包中实施。我们推导出使用调整后的权重估计系数的极限定律。渐近的结果表明，实用的方法来建设的辅助变量进行评估，从国家威尔姆斯肿瘤研究的病例队列样本的模拟和从社区研究的动脉粥样硬化风险的病例队列数据的对数线性建模。虽然不是半参数有效的，估计调整后的权重的基础上可能会接近实现全效率类增强IPW估计。
The case-cohort study involves two-phase sampling: simple random sampling from an infinite super-population at phase one and stratified random sampling from a finite cohort at phase two. Standard analyses of case-cohort data involve solution of inverse probability weighted (IPW) estimating equations, with weights determined by the known phase two sampling fractions. The variance of parameter estimates in (semi)parametric models, including the Cox model, is the sum of two terms: (i) the model based variance of the usual estimates that would be calculated if full data were available for the entire cohort; and (ii) the design based variance from IPW estimation of the unknown cohort total of the efficient influence function (IF) contributions. This second variance component may be reduced by adjusting the sampling weights, either by calibration to known cohort totals of auxiliary variables correlated with the IF contributions or by their estimation using these same auxiliary variables. Both adjustment methods are implemented in the R survey package. We derive the limit laws of coefficients estimated using adjusted weights. The asymptotic results suggest practical methods for construction of auxiliary variables that are evaluated by simulation of case-cohort samples from the National Wilms Tumor Study and by log-linear modeling of case-cohort data from the Atherosclerosis Risk in Communities Study. Although not semiparametric efficient, estimators based on adjusted weights may come close to achieving full efficiency within the class of augmented IPW estimators.