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Estimation of a Common Effect Parameter from Sparse Follow-Up Data
- Source :
- Biometrics. 41:55
- Publication Year :
- 1985
- Publisher :
- JSTOR, 1985.
-
Abstract
- Breslow (1981, Biometrika 68, 73-84) has shown that the Mantel-Haenszel odds ratio is a consistent estimator of a common odds ratio in sparse stratifications. For cohort studies, however, estimation of a common risk ratio or risk difference can be of greater interest. Under a binomial sparse-data model, the Mantel-Haenszel risk ratio and risk difference estimators are consistent in sparse stratifications, while the maximum likelihood and weighted least squares estimators are biased. Under Poisson sparse-data models, the Mantel-Haenszel and maximum likelihood rate ratio estimators have equal asymptotic variances under the null hypothesis and are consistent, while the weighted least squares estimators are again biased; similarly, of the common rate difference estimators the weighted least squares estimators are biased, while the estimator employing "Mantel-Haenszel" weights is consistent in sparse data. Variance estimators that are consistent in both sparse data and large strata can be derived for all the Mantel-Haenszel estimators.
- Subjects :
- Statistics and Probability
General Immunology and Microbiology
Applied Mathematics
Estimator
General Medicine
Odds ratio
Risk factor (finance)
Sparse approximation
Poisson distribution
General Biochemistry, Genetics and Molecular Biology
symbols.namesake
Consistent estimator
Binary data
Statistics
symbols
Econometrics
General Agricultural and Biological Sciences
Sparse matrix
Mathematics
Subjects
Details
- ISSN :
- 0006341X
- Volume :
- 41
- Database :
- OpenAIRE
- Journal :
- Biometrics
- Accession number :
- edsair.doi...........5a1ec40fd6fec1dd3fd092186b245bc4
- Full Text :
- https://doi.org/10.2307/2530643