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Large sample theory for semiparametric regression models with two-phase, outcome dependent sampling. (English) Zbl 1105.62335
Summary: 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 agrees 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.

MSC:
62G08Nonparametric regression
62D05Statistical sampling theory, sample surveys
WorldCat.org
Full Text: DOI Euclid
References:
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[30] SEATTLE, WASHINGTON 98195-7232 E-MAIL: norm@u.washington.edu B. MCNENEY DEPARTMENT OF STATISTICS AND ACTUARIAL SCIENCE SIMON FRASER UNIVERSITY 8888 UNIVERSITY DRIVE BURNABY, BRITISH COLUMBIA CANADA V5A 1S6 E-MAIL: mcneney@stat.sfu.ca J. A. WELLNER DEPARTMENT OF STATISTICS UNIVERSITY OF WASHINGTON BOX 354322
[31] SEATTLE, WASHINGTON 98195-4322 E-MAIL: jaw@stat.washington.edu