协变量受检测下限限制的回归的半参数方法

Semiparametric approach to regression with a covariate subject to a detection limit

Biometrika · 2016
被引 35
ABS 4

中文导读

针对协变量在检测下限处左删失的广义线性回归,提出一种基于加速失效时间模型的半参数似然方法,通过两阶段估计获得比完整案例分析更稳健高效的估计量。

Abstract

We consider generalized linear regression with a covariate left-censored at a lower detection limit. Complete-case analysis, where observations with values below the limit are eliminated, yields valid estimates for regression coefficients but loses efficiency, ad hoc substitution methods are biased, and parametric maximum likelihood estimation relies on parametric models for the unobservable tail probability distribution and may suffer from model misspecification. To obtain robust and more efficient results, we propose a semiparametric likelihood-based approach using an accelerated failure time model for the covariate subject to the detection limit. A two-stage estimation procedure is developed, where the conditional distribution of this covariate given other variables is estimated prior to maximizing the likelihood function. The proposed method outperforms complete-case analysis and substitution methods in simulation studies. Technical conditions for desirable asymptotic properties are provided.

计量经济学回归分析半参数模型删失数据