Increased Fisher’s information for parameters of association in count regression via extreme ranks

Citation data:

Communications in Statistics - Theory and Methods, ISSN: 0361-0926, Vol: 47, Issue: 5, Page: 1181-1203

Publication Year:
2018
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Repository URL:
https://digitalcommons.georgiasouthern.edu/biostat-facpubs/190; https://works.bepress.com/hareshrochani/29; https://works.bepress.com/jingjing_yin/58
DOI:
10.1080/03610926.2017.1316859
Author(s):
Linder, Daniel F.; Yin, Jingjing; Rochani, Haresh; Samawi, Hani M.; Sethi, Sanjay
Publisher(s):
Informa UK Limited
Tags:
Mathematics; Count regression; Fisher’s information; log-linear model; sample size; study cost; count regression; Fisher's information; Biostatistics; Public Health; Academics Units, Public Health, Biostatistics, Faculty Publications
article description
The article details a sampling scheme which can lead to a reduction in sample size and cost in clinical and epidemiological studies of association between a count outcome and risk factor. We show that inference in two common generalized linear models for count data, Poisson and negative binomial regression, is improved by using a ranked auxiliary covariate, which guides the sampling procedure. This type of sampling has typically been used to improve inference on a population mean. The novelty of the current work is its extension to log-linear models and derivations showing that the sampling technique results in an increase in information as compared to simple random sampling. Specifically, we show that under the proposed sampling strategy the maximum likelihood estimate of the risk factor’s coefficient is improved through an increase in the Fisher’s information. A simulation study is performed to compare the mean squared error, bias, variance, and power of the sampling routine with simple random sampling under various data-generating scenarios. We also illustrate the merits of the sampling scheme on a real data set from a clinical setting of males with chronic obstructive pulmonary disease. Empirical results from the simulation study and data analysis coincide with the theoretical derivations, suggesting that a significant reduction in sample size, and hence study cost, can be realized while achieving the same precision as a simple random sample.