Efficient semi-supervised inference for logistic regression under case-control studies

Fuente: arXiv
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Main Authors: Quan, Zhuojun, Lin, Yuanyuan, Chen, Kani, Yu, Wen
Format: Preprint
Published: 2024
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author Quan, Zhuojun
Lin, Yuanyuan
Chen, Kani
Yu, Wen
author_facet Quan, Zhuojun
Lin, Yuanyuan
Chen, Kani
Yu, Wen
contents Semi-supervised learning has received increasingly attention in statistics and machine learning. In semi-supervised learning settings, a labeled data set with both outcomes and covariates and an unlabeled data set with covariates only are collected. We consider an inference problem in semi-supervised settings where the outcome in the labeled data is binary and the labeled data is collected by case-control sampling. Case-control sampling is an effective sampling scheme for alleviating imbalance structure in binary data. Under the logistic model assumption, case-control data can still provide consistent estimator for the slope parameter of the regression model. However, the intercept parameter is not identifiable. Consequently, the marginal case proportion cannot be estimated from case-control data. We find out that with the availability of the unlabeled data, the intercept parameter can be identified in semi-supervised learning setting. We construct the likelihood function of the observed labeled and unlabeled data and obtain the maximum likelihood estimator via an iterative algorithm. The proposed estimator is shown to be consistent, asymptotically normal, and semiparametrically efficient. Extensive simulation studies are conducted to show the finite sample performance of the proposed method. The results imply that the unlabeled data not only helps to identify the intercept but also improves the estimation efficiency of the slope parameter. Meanwhile, the marginal case proportion can be estimated accurately by the proposed method.
format Preprint
id arxiv_https___arxiv_org_abs_2402_15365
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Efficient semi-supervised inference for logistic regression under case-control studies
Quan, Zhuojun
Lin, Yuanyuan
Chen, Kani
Yu, Wen
Machine Learning
Semi-supervised learning has received increasingly attention in statistics and machine learning. In semi-supervised learning settings, a labeled data set with both outcomes and covariates and an unlabeled data set with covariates only are collected. We consider an inference problem in semi-supervised settings where the outcome in the labeled data is binary and the labeled data is collected by case-control sampling. Case-control sampling is an effective sampling scheme for alleviating imbalance structure in binary data. Under the logistic model assumption, case-control data can still provide consistent estimator for the slope parameter of the regression model. However, the intercept parameter is not identifiable. Consequently, the marginal case proportion cannot be estimated from case-control data. We find out that with the availability of the unlabeled data, the intercept parameter can be identified in semi-supervised learning setting. We construct the likelihood function of the observed labeled and unlabeled data and obtain the maximum likelihood estimator via an iterative algorithm. The proposed estimator is shown to be consistent, asymptotically normal, and semiparametrically efficient. Extensive simulation studies are conducted to show the finite sample performance of the proposed method. The results imply that the unlabeled data not only helps to identify the intercept but also improves the estimation efficiency of the slope parameter. Meanwhile, the marginal case proportion can be estimated accurately by the proposed method.
title Efficient semi-supervised inference for logistic regression under case-control studies
topic Machine Learning
url https://arxiv.org/abs/2402.15365