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December, 1992 Asymptotic Theory for Nested Case-Control Sampling in the Cox Regression Model
Larry Goldstein, Bryan Langholz
Ann. Statist. 20(4): 1903-1928 (December, 1992). DOI: 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.

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Larry Goldstein. Bryan Langholz. "Asymptotic Theory for Nested Case-Control Sampling in the Cox Regression Model." Ann. Statist. 20 (4) 1903 - 1928, December, 1992. https://doi.org/10.1214/aos/1176348895

Information

Published: December, 1992
First available in Project Euclid: 12 April 2007

zbMATH: 0776.62024
MathSciNet: MR1193318
Digital Object Identifier: 10.1214/aos/1176348895

Subjects:
Primary: 62F12
Secondary: 62D05, 62M99

Rights: Copyright © 1992 Institute of Mathematical Statistics

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Vol.20 • No. 4 • December, 1992
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