Efficient Estimation of Semiparametric Transformation Models for Two-Phase Cohort Studies

Under two-phase cohort designs, such as case–cohort and nested case–control sampling, information on observed event times, event indicators, and inexpensive covariates is collected in the first phase, and the first-phase information is used to select subjects for measurements of expensive covariates...

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Bibliographic Details
Published in:Journal of the American Statistical Association 2014-03, Vol.109 (505), p.371-383
Main Authors: Zeng, Donglin, Lin, D. Y.
Format: Article
Language:English
Subjects:
Algorithms
Analytical estimating
Approximation
Asymptotic methods
atherosclerosis
Cancer
Case-cohort design
Cohort studies
Design efficiency
Disease models
EM algorithm
Estimation methods
Estimation theory
Estimators
Kernel estimation
Mathematical functions
Mathematical transformations
Nested case-control sampling
Nonparametric likelihood
Parameter estimation
risk
Sampling
Semiparametric efficiency
Statistics
Theory and Methods
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Summary:Under two-phase cohort designs, such as case–cohort and nested case–control sampling, information on observed event times, event indicators, and inexpensive covariates is collected in the first phase, and the first-phase information is used to select subjects for measurements of expensive covariates in the second phase; inexpensive covariates are also used in the data analysis to control for confounding and to evaluate interactions. This article provides efficient estimation of semiparametric transformation models for such designs, accommodating both discrete and continuous covariates, and allowing inexpensive and expensive covariates to be correlated. The estimation is based on the maximization of a modified nonparametric likelihood function through a generalization of the expectation–maximization algorithm. The resulting estimators are shown to be consistent, asymptotically normal and asymptotically efficient with easily estimated variances. Simulation studies demonstrate that the asymptotic approximations are accurate in practical situations. Empirical data from Wilms’ tumor studies and the Atherosclerosis Risk in Communities (ARIC) study are presented. Supplementary materials for this article are available online.
ISSN:1537-274X
0162-1459
1537-274X
DOI:10.1080/01621459.2013.842172