Asymptotic Theory for Nested Case-Control Sampling in the Cox Regression Model
Open Access
- 1 December 1992
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 20 (4) , 1903-1928
- https://doi.org/10.1214/aos/1176348895
Abstract
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.Keywords
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