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Biometrika 1999 86(4):755-764; doi:10.1093/biomet/86.4.755
© 1999 by Biometrika Trust
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Case-cohort and case-control analysis with Cox's model

K ChenA1 and S-H LoA

A1 Department of Mathematics, Hong Kong University of Science and Technology, Kowloon, Hong Kong, PRC E-mail: makchen@uxmail.ust.hk A Department of Statistics, Columbia University, New York, NY 10027, USA E-mail: slo@stat.columbia.edu

Prentice (1986) proposed the case-cohort design and studied a pseudolikelihood estimator of regression parameters in Cox's model. We derive a class of estimating equations for case-cohort sampling, each depending on a different estimator of the population distribution, which lead naturally to simple estimators that improve on Prentice's pseudolikelihood estimator. We also discuss an equivalence between case-control and case-cohort sampling in terms of the estimation of regression parameters in Cox's model.

Key Words: asymptotic variance; estimating equation; partial likelihood; proportional hazards model


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