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. 2022 Apr 15;41(8):1482-1497.
doi: 10.1002/sim.9300. Epub 2022 Jan 6.

Optimal sampling for design-based estimators of regression models

Tong Chen  1 , Thomas Lumley  1
Affiliations

Optimal sampling for design-based estimators of regression models

Tong Chen et al. Stat Med. .

Abstract

Two-phase designs measure variables of interest on a subcohort where the outcome and covariates are readily available or cheap to collect on all individuals in the cohort. Given limited resource availability, it is of interest to find an optimal design that includes more informative individuals in the final sample. We explore the optimal designs and efficiencies for analyses by design-based estimators. Generalized raking is an efficient class of design-based estimators, and they improve on the inverse-probability weighted (IPW) estimator by adjusting weights based on the auxiliary information. We derive a closed-form solution of the optimal design for estimating regression coefficients from generalized raking estimators. We compare it with the optimal design for analysis via the IPW estimator and other two-phase designs in measurement-error settings. We consider general two-phase designs where the outcome variable and variables of interest can be continuous or discrete. Our results show that the optimal designs for analyses by the two classes of design-based estimators can be very different. The optimal design for analysis via the IPW estimator is optimal for IPW estimation and typically gives near-optimal efficiency for generalized raking estimation, though we show there is potential improvement in some settings.

Keywords: Neyman allocation; generalized raking; influence function; model-assisted sampling; optimal design; residual; two-phase sampling.

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