Semiparametric Empirical Likelihood Estimation for Two-stage Outcome-dependent Sampling under the Frame of Generalized Linear Models
Semiparametric Empirical Likelihood Estimation for Two-stage Outcome-dependent Sampling under the Frame of Generalized Linear Models作者机构:School of Mathematics and StatisticsWuhan University
出 版 物:《Acta Mathematicae Applicatae Sinica》 (应用数学学报(英文版))
年 卷 期:2014年第30卷第3期
页 面:663-676页
核心收录:
学科分类:02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金:Jie-li DING is supported by the National Natural Science Foundation of China(No.11101314) Yan-yan LIU s supported by the National Natural Science Foundation of China(No.11171263 No.11371299)
主 题:biased-sampling two-stage design empirical likelihood generalized linear models large-sample properties.
摘 要:Epidemiologic studies use outcome-dependent sampling (ODS) schemes where, in addition to a simple random sample, there are also a number of supplement samples that are collected based on outcome variable. ODS scheme is a cost-effective way to improve study efficiency. We develop a maximum semiparametric empirical likelihood estimation (MSELE) for data from a two-stage ODS scheme under the assumption that given covariate, the outcome follows a general linear model. The information of both validation samples and nonvalidation samples are used. What is more, we prove the asymptotic properties of the proposed MSELE.