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Estimation and variable selection for semiparametric transformation models under a more efficient cohort sampling design

Author

Listed:
  • Mingzhe Wu

    (Fudan University)

  • Ming Zheng

    (Fudan University)

  • Wen Yu

    (Fudan University)

  • Ruofan Wu

    (Fudan University)

Abstract

Two-phase cohort sampling designs, or sometimes known as retrospective sampling designs, are often used in large cohort studies for saving sampling time and cost. Commonly used designs include case–cohort design, case–control design, nested case–control design, and so on. Efforts had been taken to improve the estimation efficiency under these commonly used designs. We propose a different retrospective sampling design, called end-point design, under the class of semiparametric transformation models. An inverse probability weighting likelihood approach is designed for estimating the model parameters, and the proposed design shows higher efficiency than the case–cohort and case–control design with comparable size of covariates ascertainment. We also consider variable selection under the proposed design. A specially designed objective function with adaptive lasso penalty is proposed. The large sample properties of the proposed estimation and variable selection procedure are developed. Extensive simulation studies are carried out to show favorable evidence for the proposed approaches. A real data set is analyzed for illustration.

Suggested Citation

  • Mingzhe Wu & Ming Zheng & Wen Yu & Ruofan Wu, 2018. "Estimation and variable selection for semiparametric transformation models under a more efficient cohort sampling design," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(3), pages 570-596, September.
    • Handle: RePEc:spr:testjl:v:27:y:2018:i:3:d:10.1007_s11749-017-0562-2
    DOI: 10.1007/s11749-017-0562-2
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    References listed on IDEAS

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    Cited by:

    1. Du, Mingyue & Zhao, Xingqiu & Sun, Jianguo, 2022. "Variable selection for case-cohort studies with informatively interval-censored outcomes," Computational Statistics & Data Analysis, Elsevier, vol. 172(C).

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