Asymptotic Theory for Nested Case-Control Sampling in the Cox Regression Model
Goldstein, Larry ; Langholz, Bryan
Ann. Statist., Tome 20 (1992) no. 1, p. 1903-1928 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
By providing a probabilistic model for nested case-control sampling in epidemiologic cohort studies, consistency and asymptotic normality of the maximum partial likelihood estimator of regression parameters in a Cox proportional hazards model can be derived using process and martingale theory as in Andersen and Gill. A general expression for the asymptotic variance is given and used to calculate asymptotic relative efficiencies relative to the full cohort variance in some important special cases.
Publié le : 1992-12-14
Classification:  Survival analysis,  cohort sampling,  martingale,  censoring,  efficiency,  62F12,  62M99,  62D05 
@article{1176348895,
     author = {Goldstein, Larry and Langholz, Bryan},
     title = {Asymptotic Theory for Nested Case-Control Sampling in the Cox Regression Model},
     journal = {Ann. Statist.},
     volume = {20},
     number = {1},
     year = {1992},
     pages = { 1903-1928},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176348895}
}

Goldstein, Larry; Langholz, Bryan. Asymptotic Theory for Nested Case-Control Sampling in the Cox Regression Model. Ann. Statist., Tome 20 (1992) no. 1, pp.  1903-1928. http://gdmltest.u-ga.fr/item/1176348895/