ASYMPTOTIC THEORY FOR NESTED CASE-CONTROL SAMPLING IN THE COX REGRESSION-MODEL

被引：94

作者：

GOLDSTEIN, L ^{[1
]}

LANGHOLZ, B ^{[1
]}

机构：

[1] UNIV SO CALIF,DEPT PREVENT MED,LOS ANGELES,CA 90033

来源：

ANNALS OF STATISTICS | 1992年 / 20卷 / 04期

关键词：

SURVIVAL ANALYSIS; COHORT SAMPLING; MARTINGALE; CENSORING; EFFICIENCY;

D O I：

10.1214/aos/1176348895

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：1903 / 1928

页数：26

共 24 条

[1] NONPARAMETRIC INFERENCE FOR A FAMILY OF COUNTING PROCESSES [J].