The Annals of Statistics

Optimal sequential designs of case-control studies

Kani Chen

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Fixed case-control studies separately collect a case sample and a control sample withthe two sample sizes being fixed prior to studies and sometimes arbitrarily chosen. This often results in loss of efficiency of case-control designs in terms of cost-saving or time-saving of the studies. We study sequential case-control designs and, in connection with treatment allocation and stochastic approximation, derive a simple sampling rule that leads to optimal case-control designs. Some important issues suchas fixed- width confidence intervals and sequential tests of hypotheses with possible early stopping to save time or costs, whichcannot be answered with fixed case-control designs, are shown to be naturally solved with the derived optimal sequential case-control designs.

Article information

Ann. Statist., Volume 28, Number 5 (2000), 1452-1471.

First available in Project Euclid: 12 March 2002

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62F12: Asymptotic properties of estimators
Secondary: 62I05

Sequential sampling logistic regression fixed-width confidence interval sequential test of hypotheses treatment allocation stochastic approximation


Chen, Kani. Optimal sequential designs of case-control studies. Ann. Statist. 28 (2000), no. 5, 1452--1471. doi:10.1214/aos/1015957402.

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