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

机译:使用协变量受检出限限制的回归的半参数方法

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摘要

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.
机译:我们考虑在较低的检出限下以协变量左删失的广义线性回归。完整案例分析,其中消除了值低于限制的观测值,产生了有效的回归系数估计值,但效率下降,临时替换方法存在偏见,参数最大似然估计依赖参数模型获得不可观察的尾部概率分布,并且可能遭受损失由于模型规格不正确。为了获得鲁棒且更有效的结果,我们提出了一种基于半参数似然的方法,该方法使用加速失败时间模型作为受检测极限影响的协变量。开发了一个两阶段的估计程序,其中在最大化似然函数之前先估计给定其他变量的该协变量的条件分布。在仿真研究中,该方法优于完整案例分析和替换方法。提供了理想渐近特性的技术条件。

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