A comment on the use of auxiliary or surrogate outcome data

The method of double sampling in experiments has been recently rediscovered by Pepe (Biometrika 79 (1992), 355-365) and Pepe et al. (J. Statist. Plann. Inference 42 (1994), 137-160). However, a partially semi-parametric analysis method is employed, motivated by fears of misspecification of parts of the model and the belief that these parts are of little substantive interest. This paper points out the often substantial loss of information involved in the use of the method as compared with parametric analysis. It also argues that a broader review of the literature relevant to double sampling suggests that all of the model is usually of substantive interest and that the fears and consequences of misspecification are exaggerated.