Parametric models for response‐biased sampling

Kani Chen

Journal of the Royal Statistical Society Series B, 2001, vol. 63, issue 4, 775-789

Abstract: Suppose that subjects in a population follow the model f (y*x*;θ) where y* denotes a response, x* denotes a vector of covariates and θ is the parameter to be estimated. We consider response‐biased sampling, in which a subject is observed with a probability which is a function of its response. Such response‐biased sampling frequently occurs in econometrics, epidemiology and survey sampling. The semiparametric maximum likelihood estimate of θ is derived, along with its asymptotic normality, efficiency and variance estimates. The estimate proposed can be used as a maximum partial likelihood estimate in stratified response‐selective sampling. Some computation algorithms are also provided.

Date: 2001
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