Höfler Michael, Pfister Hildegard, Lieb Roselind, Wittchen Hans-Ulrich
Max-Planck-Institut of Psychiatry, Clinical Psychology and Epidemiology, Kraepelinstr. 2-10, 80804, München, Germany.
Soc Psychiatry Psychiatr Epidemiol. 2005 Apr;40(4):291-9. doi: 10.1007/s00127-005-0882-5.
Empirical studies in psychiatric research and other fields often show substantially high refusal and drop-out rates. Non-participation and drop-out may introduce a bias whose magnitude depends on how strongly its determinants are related to the respective parameter of interest.
When most information is missing, the standard approach is to estimate each respondent's probability of participating and assign each respondent a weight that is inversely proportional to this probability. This paper contains a review of the major ideas and principles regarding the computation of statistical weights and the analysis of weighted data.
A short software review for weighted data is provided and the use of statistical weights is illustrated through data from the EDSP (Early Developmental Stages of Psychopathology) Study. The results show that disregarding different sampling and response probabilities can have a major impact on estimated odds ratios.
The benefit of using statistical weights in reducing sampling bias should be balanced against increased variances in the weighted parameter estimates.
精神病学研究及其他领域的实证研究常常显示出极高的拒绝率和退出率。不参与和退出可能会引入一种偏差,其大小取决于决定因素与各自感兴趣参数的相关程度。
当大部分信息缺失时,标准方法是估计每个受访者的参与概率,并为每个受访者分配一个与其概率成反比的权重。本文对有关统计权重计算和加权数据分析的主要思想和原则进行了综述。
提供了一个针对加权数据的简短软件综述,并通过精神病理学早期发展阶段(EDSP)研究的数据说明了统计权重的使用。结果表明,忽略不同的抽样和应答概率可能会对估计的优势比产生重大影响。
在减少抽样偏差方面使用统计权重的益处应与加权参数估计中增加的方差相权衡。