SearcharxivSearch

arXiv · 2209.12304

Issues in Implementing Regression Calibration Analyses

Abstract

Regression calibration is a popular approach for correcting biases in estimated regression parameters when exposure variables are measured with error. This approach involves building a calibration equation to estimate the value of the unknown true exposure given the error-prone measurement and other confounding covariates. The estimated, or calibrated, exposure is then substituted for the true exposure in the health outcome regression model. When used properly, regression calibration can greatly reduce the bias induced by exposure measurement error. Here, we first provide an overview of the statistical framework for regression calibration, specifically discussing how a special type of error, called Berkson error, arises in the estimated exposure. We then present practical issues to consider when applying regression calibration, including: (1) how to develop the calibration equation and which covariates to include; (2) valid ways to calculate standard errors (SE) of estimated regression coefficients; and (3) problems arising if one of the covariates in the calibration model is a mediator of the relationship between the exposure and outcome. Throughout the paper, we provide illustrative examples using data from the Hispanic Community Health Study/Study of Latinos (HCHS/SOL) and simulations. We conclude with recommendations for how to perform regression calibration.

Explore related subjects

Keep this discovery

BibTeXRIS

Lillian Boe, Pamela A. Shaw, Douglas Midthune, Paul Gustafson, Victor Kipnis, Eunyoung Park, Daniela Sotres-Alvarez, Laurence Freedman. 2022-09-25. Issues in Implementing Regression Calibration Analyses. https://arxiv.org/abs/2209.12304

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Surprise Reduction and Nullification in Bayesian and Inverse Bayesian Inference under Ambiguous Prediction-Error Attribution

In non-stationary environments, prediction errors may signal environmental change or transient outliers, and adaptive systems must track such changes without overreacting to outliers. We distinguish surprise reduction, which updates beliefs to fit observations, from surprise nullification, which weakens constraints imposed by the predictive structure, and formalize both within Bayesian and inverse Bayesian (BIB) inference. Belief and likelihood updates are derived from variational objectives sharing a nullification strength, determined endogenously by minimizing surprise under the candidate post-update predictive distribution. In the Gaussian case, nullification expands belief and likelihood variances by a common factor relative to standard Bayesian updating, leaving the ratio unchanged. BIB thus defers attribution of the prediction error, committing to neither latent-state change nor observation-process uncertainty. The nullification strength is carried over as a candidate and is maintained or released according to the predictive surprise of the next observation. In a mean estimation task with outliers and changepoints, no scanned parameter setting of a Sage-Husa-type adaptive Kalman filter, fixed-strength BIB variant, or belief-forgetting-only variant outperforms BIB in both changepoint tracking and post-outlier stability. An oracle-informed reduced Bayesian model tracks changepoints better but is less stable after outliers. Although BIB maintains no explicit hypotheses about changepoints or outliers, it generates event-dependent dynamics. The learning rate increases after changepoints, whereas after outliers, nullification is released, and this increase is suppressed. Deferring attribution and letting subsequent observations differentiate the responses may constitute a principle of adaptive inference in non-stationary environments.

stat.ME

Generalized Ridge Refitting for the Lasso and Prediction Improvement Bounds

We study a class of Lasso based estimators obtained by applying a quadratic correction on the Lasso equicorrelation set. The penalty matrix determines both the magnitude and geometry of the correction and contains, among other cases, the isotropic Lasso--Ridge correction, least squares refitting, Gram proportional interpolation between the Lasso and least squares, and coordinate specific penalties. We first derive a closed form representation and isolate the positive gain component of the resulting prediction improvement. We then control the remaining stochastic linear term in expectation by localizing the random signed equicorrelation model around a deterministic reference support. This yields a finite sample expectation bound that explicitly accounts for the randomness induced by Lasso model selection. The resulting decomposition provides a unified framework for understanding when Lasso based quadratic corrections can improve prediction.

stat.ME

Discretization in covariate-adaptive randomization: gains and losses

Covariate-adaptive randomization(CAR) is widely implemented in clinical trials to balance prognostic covariates across treatment arms. Continuous covariates are often discretized into strata in practice, yet their consequences are not clearly understood. This paper provides a comprehensive study of the impact of discretization on both the CAR design process and the inferential results thereafter. We establish the asymptotic properties of both imbalance measures and treatment effect estimators under discretized and non-discretized settings. Practical recommendations are given on when and how discretization should be employed. We show that discretization in design is generally recommended, as it enhances robustness against model misspecification. However, if the true model is known, the most efficient strategy is to balance covariates according to that model in the design. The theoretical results are corroborated by extensive simulation studies and an empirical application to a diabetes trial dataset. Together, the results clarify the gains and losses of discretization in CAR and pave the way for learning impact of discretization to other designs and beyond.

stat.ME