The Efficiency of Simple and Counter‐matched Nested Case‐control Sampling

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In the Cox regression model [\textit{D.R. Cox}, J. R. Stat. Soc., Ser. B. 34, 187-220 (1972; Zbl 0243.62041)]) one compares the covariate value of a failing individual to the covariate values of all the individuals at risk at the time of failure. In large epidemiological cohort studies of a rare disease the Cox regression requires collection of covariate information on all individuals in the cohort even though only a small fraction of these actually became diseased. Nested case-control studies in which each failing individual or case is compared to a small sample of controls selected from those at risk at the time of failure may therefore give a substantial reduction in the resources that need to be allocated to a study. The purpose of the present paper is to investigate the efficiency of the simple and counter-matched nested case-control designs. The authors do this by studying the asymptotic efficiencies for estimating the regression parameters and the integrated baseline hazard based on case-control data relative to estimation based on full cohort data. The asymptotic distributional properties of these estimators are recapitulated, and relative efficiency results are presented both for regression and baseline hazard estimation.




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