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The following problem is treated: given s possibly selection biased samples from an unknown distribution function, and assuming that the sampling rule weight functions for each of the samples are mathematically specified up to a common unknown finite-dimensional parameter, how can we use the data to estimate the unknown parameters? We propose a simple maximum partial likelihood method for deriving the semiparametric maximum likelihood estimator. A discussion of assumptions under which the selection bias model is identifiable and uniquely estimable is presented. We motivate the need for the methodology by discussing the generalised logistic regression model (Gilbert, Self Confidence interval; Generalised logistic regression model; Human immunodeficiency virus vaccine efficacy trial; Hypothesis testing; Partial likelihood; Profile likelihood; Semiparametric model; Weighted distribution.
Peter B. Gilbert (1999) studied this question.