An Optimal Two-Step Estimation Approach for Two-Phase Studies

Alex Wong Kin-yau, PhD
Associate Professor of Applied Mathematics, Hong Kong
Polytechnic University

Alex Wong Kin-yau, PhD, will lead a seminar discussing estimation for twophase studies, where the outcome and some cheap covariates are observed for a large cohort at Phase I, and expensive covariates are obtained for a selected subset of the cohort at Phase II. The seminar will discuss a general two-step estimation approach that first uses the complete data to obtain an estimator and then updates it with an asymptotically mean-zero estimator from the full data to improve efficiency. Under this general framework, we can develop estimators that attain, either approximately or exactly, optimal estimation efficiency.

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