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A note on the prospective analysis of outcome‐dependent samples
Author(s) -
Chen Hua Yun
Publication year - 2003
Publication title -
journal of the royal statistical society: series b (statistical methodology)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 6.523
H-Index - 137
eISSN - 1467-9868
pISSN - 1369-7412
DOI - 10.1111/1467-9868.00403
Subject(s) - outcome (game theory) , multiplicative function , estimator , identification (biology) , statistics , likelihood function , mathematics , maximum likelihood , restricted maximum likelihood , function (biology) , estimating equations , econometrics , computer science , mathematical economics , mathematical analysis , botany , evolutionary biology , biology
Summary. Two likelihood representations corresponding to the prospective and retrospective analyses of the case–control design are derived for general outcome‐dependent samples with arbitrary discrete or continuous outcomes and possibly non‐multiplicative models. Parameter identification in the general outcome‐dependent design is reduced to the simple problem of parameter identification in the general odds ratio function. Both likelihoods are shown to generate the same profile likelihood for the common parameter of interest. Maximum like‐ lihood estimators based on either likelihood are semiparametric efficient for the identifiable parameters.