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Fitting prospective regression models to case-control data. (English) Zbl 0752.62081

Summary: We consider fitting prospective regression models to data obtained by case-control or response selective sampling from a finite population with known population totals in each response category. Maximum likelihood estimation is developed and compared with two pseudo-likelihood approaches. The relative efficiencies of the methods are explored in the special case of estimating the parameters of the proportional odds model for ordinal responses. For such applications the method of D. A. Hsieh, C. F. Manski and D. McFadden [J. Am. Stat. Assoc. 80, 651- 662 (1985; Zbl 0585.62177)], called ‘conditional maximum likelihood’, is shown to be essentially as efficient as maximum likelihood; the latter is considerably more difficult to implement. In contrast the use of a weighted estimate of the prospective likelihood can lead to a substantial loss of efficiency.

MSC:

62P10 Applications of statistics to biology and medical sciences; meta analysis
62D05 Sampling theory, sample surveys

Citations:

Zbl 0585.62177
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