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Large external data sources may be available to augment studies that collect data to address a specific research objective. In this article we consider the problem of building regression models for prediction based on individual-level data from an "internal" study while incorporating summary information from an "external" big data source. We extend the work of Chatterjee et al (2016a) by introducing an adaptive empirical Bayes shrinkage estimator that uses the external summary-level information and the internal data to trade bias with variance for protection against departures in the conditional probability distribution of the outcome given a set of covariates between the two populations. We use simulation studies and a real data application using external summary information from the Prostate Cancer Prevention Trial to assess the performance of the proposed methods in contrast to maximum likelihood estimation and the constrained maximum likelihood (CML) method developed by Chatterjee et al (2016a). Our simulation studies show that the CML method can be biased and inefficient when the assumption of a transportable covariate distribution between the external and internal populations is violated, and our empirical Bayes estimator provides protection against bias and loss of efficiency.

Empirical Bayes Estimation and Prediction Using Summary-Level Information From External Big Data Sources Adjusting for Violations of Transportability