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

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 aggress 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.

Error models for microarray intensities

We derive the additive-multiplicative error model for microarray intensities, and describe two applications. For the detection of differentially expressed genes, we obtain a statistic whose variance is approximately independent of the mean intensity. For the post hoc calibration (normalization) of data with respect to experimental factors, we describe a method for parameter estimation.

Model Evaluation Based on the Distribution of Estimated Absolute Prediction Error

The construction of a reliable, practically useful prediction rule for future response is heavily dependent on the "adequacy" of the fitted regression model. In this article, we consider the absolute prediction error, the expected value of the absolute difference between the future and predicted responses, as the model evaluation criterion. This prediction error is easier to interpret than the average squared error and is equivalent to the mis-classification error for the binary outcome. We show that the distributions of the apparent error and its cross-validation counterparts are approximately normal even under a misspecified fitted model. When the prediction rule is "unsmooth", the variance of the above normal distribution can be estimated well via a perturbation-resampling method. We also show how to approximate the distribution of the difference of the estimated prediction errors from two competing models. With two real examples, we demonstrate that the resulting interval estimates for prediction errors provide much more information about model adequacy than the point estimates alone.

Inference on Survival Data with Covariate Measurement Error - An Imputation-based Approach

We propose a new method for fitting proportional hazards models with error-prone covariates. Regression coefficients are estimated by solving an estimating equation that is the average of the partial likelihood scores based on imputed true covariates. For the purpose of imputation, a linear spline model is assumed on the baseline hazard. We discuss consistency and asymptotic normality of the resulting estimators, and propose a stochastic approximation scheme to obtain the estimates. The algorithm is easy to implement, and reduces to the ordinary Cox partial likelihood approach when the measurement error has a degenerative distribution. Simulations indicate high efficiency and robustness. We consider the special case where error-prone replicates are available on the unobserved true covariates. As expected, increasing the number of replicate for the unobserved covariates increases efficiency and reduces bias. We illustrate the practical utility of the proposed method with an Eastern Cooperative Oncology Group clinical trial where a genetic marker, c-myc expression level, is subject to measurement error.

GEOSTATISTICAL INFERENCE UNDER PREFERENTIAL SAMPLING

Geostatistics involves the fitting of spatially continuous models to spatially discrete data (Chil`es and Delfiner, 1999). Preferential sampling arises when the process that determines the data-locations and the process being modelled are stochastically dependent. Conventional geostatistical methods assume, if only implicitly, that sampling is non-preferential. However, these methods are often used in situations where sampling is likely to be preferential. For example, in mineral exploration samples may be concentrated in areas thought likely to yield high-grade ore. We give a general expression for the likelihood function of preferentially sampled geostatistical data and describe how this can be evaluated approximately using Monte Carlo methods. We present a model for preferential sampling, and demonstrate through simulated examples that ignoring preferential sampling can lead to seriously misleading inferences. We describe an application of the model to a set of bio-monitoring data from Galicia, northern Spain, in which making allowance for preferential sampling materially changes the inferences.

Causal Inference in Observational Studies with Outcome-Dependent Sampling

In this paper, we consider estimation of the causal effect of a treatment on an outcome from observational data collected in two phases. In the first phase, a simple random sample of individuals are drawn from a population. On these individuals, information is obtained on treatment, outcome, and a few low-dimensional confounders. These individuals are then stratified according to these factors. In the second phase, a random sub-sample of individuals are drawn from each stratum, with known, stratum-specific selection probabilities. On these individuals, a rich set of confounding factors are collected. In this setting, we introduce four estimators: (1) simple inverse weighted, (2) locally efficient, (3) doubly robust and (4)enriched inverse weighted. We evaluate the finite-sample performance of these estimators in a simulation study. We also use our methodology to estimate the causal effect of trauma care on in-hospital mortality using data from the National Study of Cost and Outcomes of Trauma.