Two-phase validation sampling via principal components to improve efficiency in multi-model estimation from error-prone biomedical databases

Abstract

Two-phase sampling offers a cost-effective way to validate error-prone covariate measurements in biomedical databases. Inexpensive or easy-to-obtain information is collected for the entire study in Phase I. Then, a subset of patients undergoes cost-intensive validation (e.g., expert chart review) to collect more accurate data in Phase II. When balancing primary and secondary analyses, competing models and priorities can result in poorly defined objectives for the most informative Phase II sampling criterion. Extreme tail sampling (ETS), wherein patients with the smallest and largest values of a particular quantity (like a covariate or residual) are selected, can offer great statistical efficiency in two-phase studies when focusing on a single analytic objective by targeting observations with the biggest contributions to the Fisher information. We propose an intuitive, easy-to-use approach that extends ETS to balance and prioritize explaining the largest amount of variability across multiple models of interest. Using principal components analysis, we succinctly summarize the inherent variability of all models' error-prone exposures. Then, we sample patients with the most extreme values of the first principal component for validation. Through extensive simulations and an application to the National Health and Nutrition Examination Survey (NHANES), the proposed strategy offered simultaneous efficiency gains across multiple models of interest. Its advantages persisted across various real-world scenarios, including correlated or heterogeneous measurement error. When designing a validation study, concentrating on a single model may be short-sighted. Strategically allocating resources more broadly balances multiple analytical goals simultaneously. Employing dimension reduction before sampling will allow this strategy to scale up well to big-data applications with many error-prone exposures.