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Publicly Available Published by De Gruyter March 11, 2011

A Targeted Maximum Likelihood Estimator for Two-Stage Designs

  • Sherri Rose and Mark J. van der Laan

We consider two-stage sampling designs, including so-called nested case control studies, where one takes a random sample from a target population and completes measurements on each subject in the first stage. The second stage involves drawing a subsample from the original sample, collecting additional data on the subsample. This data structure can be viewed as a missing data structure on the full-data structure collected in the second-stage of the study. Methods for analyzing two-stage designs include parametric maximum likelihood estimation and estimating equation methodology. We propose an inverse probability of censoring weighted targeted maximum likelihood estimator (IPCW-TMLE) in two-stage sampling designs and present simulation studies featuring this estimator.

Published Online: 2011-3-11

©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston

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