Two‐phase designs involve measuring extra variables on a subset of the cohort where some variables are already measured. The goal of two‐phase designs is to choose a subsample of individuals from the cohort and analyse that subsample efficiently. It is of interest to obtain an optimal design that gives the most efficient estimates of regression parameters. In this article, we propose a multiwave sampling design to approximate the optimal design for design‐based estimators. Influence functions are used to compute the optimal sampling allocations. We propose to use informative priors on regression parameters to derive the wave‐1 sampling probabilities because any prespecified sampling probabilities may be far from optimal and decrease the design efficiency. The posterior distributions of the regression parameters derived from the current wave will then be used as priors for the next wave. Generalized raking is used in the final statistical analysis. We show that a two‐wave sampling with reasonable informative priors will end up with a highly efficient estimation for the parameter of interest and be close to the underlying optimal design.

Two‐phase designs measure variables of interest on a subcohort where the outcome and covariates are readily available or cheap to collect on all individuals in the cohort. Given limited resource availability, it is of interest to find an optimal design that includes more informative individuals in the final sample. We explore the optimal designs and efficiencies for analyses by design‐based estimators. Generalized raking is an efficient class of design‐based estimators, and they improve on the inverse‐probability weighted (IPW) estimator by adjusting weights based on the auxiliary information. We derive a closed‐form solution of the optimal design for estimating regression coefficients from generalized raking estimators. We compare it with the optimal design for analysis via the IPW estimator and other two‐phase designs in measurement‐error settings. We consider general two‐phase designs where the outcome variable and variables of interest can be continuous or discrete. Our results show that the optimal designs for analyses by the two classes of design‐based estimators can be very different. The optimal design for analysis via the IPW estimator is optimal for IPW estimation and typically gives near‐optimal efficiency for generalized raking estimation, though we show there is potential improvement in some settings.

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