Regression Analysis with Response-selective Sampling

DOI10.5705/SS.202015.0338zbMATH Open1392.62022arXiv1412.6608OpenAlexW2592012110MaRDI QIDQ4601248FDOQ4601248

Authors: Kani Chen, Yuanyuan Lin, Yuan Yao, Chaoxu Zhou 

Publication date: 12 January 2018

Published in: STATISTICA SINICA (Search for Journal in Brave)

Abstract: Response-biased sampling, in which samples are drawn from a popula- tion according to the values of the response variable, is common in biomedical, epidemiological, economic and social studies. In particular, the complete obser- vations in data with censoring, truncation or missing covariates can be regarded as response-biased sampling under certain conditions. This paper proposes to use transformation models, known as the generalized accelerated failure time model in econometrics, for regression analysis with response-biased sampling. With unknown error distribution, the transformation models are broad enough to cover linear re- gression models, the Cox's model and the proportional odds model as special cases. To the best of our knowledge, except for the case-control logistic regression, there is no report in the literature that a prospective estimation approach can work for biased sampling without any modification. We prove that the maximum rank corre- lation estimation is valid for response-biased sampling and establish its consistency and asymptotic normality. Unlike the inverse probability methods, the proposed method of estimation does not involve the sampling probabilities, which are often difficult to obtain in practice. Without the need of estimating the unknown trans- formation function or the error distribution, the proposed method is numerically easy to implement with the Nelder-Mead simplex algorithm, which does not require convexity or continuity. We propose an inference procedure using random weight- ing to avoid the complication of density estimation when using the plug-in rule for variance estimation. Numerical studies with supportive evidence are presented. Applications are illustrated with the Forbes Global 2000 data and the Stanford heart transplant data.

Full work available at URL: https://arxiv.org/abs/1412.6608

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zbMATH Keywords

response-selective samplinggeneral transformation modelrandom weightingmaximum rank correlation

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sampling theory, sample surveys (62D05)

Cited In (8)

• Conditional characteristic feature screening for massive imbalanced data
• Selective inference with a randomized response
• Post-selection Inference of High-dimensional Logistic Regression Under Case–Control Design
• Fused variable screening for massive imbalanced data
• Category-adaptive variable screening for ultra-high dimensional heterogeneous categorical data
• Interaction screening for high-dimensional heterogeneous data via robust hybrid metrics
• Semi-supervised inference for nonparametric logistic regression
• Efficient fused learning for distributed imbalanced data

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