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Philip S. Boonstra

Publications and source records attributed to Philip S. Boonstra.

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Assessing Selection Bias in Regression Coefficients Estimated from Non-Probability Samples, with Applications to Genetics and Demographic Surveys

Selection bias is a serious potential problem for inference about relationships of scientific interest based on samples without well-defined probability sampling mechanisms. Motivated by the potential for selection bias in (a) estimated relationships of polygenic scores (PGSs) with phenotypes in genetic studies of volunteers, and (b) estimated differences in subgroup means in surveys of smartphone users, we derive novel measures of selection bias for estimates of the coefficients in linear and probit regression models fitted to non-probability samples, when aggregate-level auxiliary data are available for the selected sample and the target population. The measures arise from normal pattern-mixture models that allow analysts to examine the sensitivity of their inferences to assumptions about non-ignorable selection in these samples. We examine the effectiveness of the proposed measures in a simulation study, and then use them to quantify the selection bias in (a) estimated PGS-phenotype relationships in a large study of volunteers recruited via Facebook, and (b) estimated subgroup differences in mean past-year employment duration in a non-probability sample of low-educated smartphone users. We evaluate the performance of the measures in these applications using benchmark estimates from large probability samples.

stat.ME

Bayesian shrinkage methods for partially observed data with many predictors

Motivated by the increasing use of and rapid changes in array technologies, we consider the prediction problem of fitting a linear regression relating a continuous outcome $Y$ to a large number of covariates $\mathbf {X}$, for example, measurements from current, state-of-the-art technology. For most of the samples, only the outcome $Y$ and surrogate covariates, $\mathbf {W}$, are available. These surrogates may be data from prior studies using older technologies. Owing to the dimension of the problem and the large fraction of missing information, a critical issue is appropriate shrinkage of model parameters for an optimal bias-variance trade-off. We discuss a variety of fully Bayesian and Empirical Bayes algorithms which account for uncertainty in the missing data and adaptively shrink parameter estimates for superior prediction. These methods are evaluated via a comprehensive simulation study. In addition, we apply our methods to a lung cancer data set, predicting survival time ($Y$) using qRT-PCR ($\mathbf {X}$) and microarray ($\mathbf {W}$) measurements.

stat.AP