Augmented pseudo-likelihood estimation for two-phase studies
نویسندگان
چکیده
منابع مشابه
Weighted Likelihood Estimation under Two-phase Sampling.
We develop asymptotic theory for weighted likelihood estimators (WLE) under two-phase stratified sampling without replacement. We also consider several variants of WLEs involving estimated weights and calibration. A set of empirical process tools are developed including a Glivenko-Cantelli theorem, a theorem for rates of convergence of M-estimators, and a Donsker theorem for the inverse probabi...
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A. Appendix. We repeatedly use the notation for empirical measures and processes introduced in Section 2 following [2]. The fundamental idea of [2] is to view Gξj,Nj as the exchangeably weighted bootstrap empirical process corresponding to Gj,Nj ≡ √ Nj ( Pj,Nj − P0|j ) for j = 1, . . . , J . The processes Gξj,Nj converge weakly to √ pj(1− pj)Gj for independent P0|jBrownian bridge processes Gj ,...
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ژورنال
عنوان ژورنال: Statistical Methods in Medical Research
سال: 2019
ISSN: 0962-2802,1477-0334
DOI: 10.1177/0962280219833415