Publication Type

Journal Article

Version

submittedVersion

Publication Date

12-2003

Abstract

Recently, there has been a lot of interest in statistical methods for analyzing data with surrogate endpoints. In this article, we consider parameter estimation from a model that relates a variable Y to a set of covariates, X, in the presence of a surrogate, S. We assume that the data are made up of two random samples from the population, a validation set where (Y, X, S) are observed on every subject and a nonvalidation set where only (X, S) are measured. We show how information from the nonvalidation set can be incorporated to improve upon estimation of a parameter using the validation data only. The method we suggest does not require knowledge on the joint distribution between (Y, S), given X. It is based on a two-sample empirical likelihood that simultaneously combines the estimating equations from the validation set and the nonvalidation set. The proposed nonparametric likelihood formulation brings a few attractive features to the inference in . First, the maximum empirical likelihood estimate is more efficient than that using only the validation sample. Second, confidence regions can be readily constructed without the need to estimate the variance-covariance matrix. Finally, the coverage of the confidence regions can be further improved by an empirical Bartlett correction based on the bootstrap. We show that the method gives favorable results in simulation studies.

Keywords

Auxiliary outcome, Bartlett correction, Bootstrap, Confidence regions, Empirical likelihood, Estimating equations, Surrogate end point

Discipline

Econometrics

Research Areas

Econometrics

Publication

Journal of the American Statistical Association

Volume

98

Issue

464

First Page

1052

Last Page

1062

ISSN

0162-1459

Identifier

10.1198/016214503000000972

Publisher

Taylor and Francis

Additional URL

https://doi.org/10.1198/016214503000000972

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