Skip Navigation

This Article
Right arrow FREE Full Text (PDF) Freely available
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Similar articles in PubMed
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Right arrow Disclaimer
Google Scholar
Right arrow Articles by Scheike, T. H.
Right arrow Articles by Juul, A.
Right arrow Search for Related Content
PubMed
Right arrow PubMed Citation
Right arrow Articles by Scheike, T. H.
Right arrow Articles by Juul, A.
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Biostatistics (2004), 5, 2, pp. 193-206
Biostatistics Vol. 5 No. 2 © Oxford University Press 2004; all rights reserved.

Maximum likelihood estimation for Cox's regression model under nested case-control sampling

Thomas H. Scheike{dagger}

Department of Biostatistics, University of Copenhagen, Blegdamsvej 3, DK-2200 KBH N, Denmark
ts{at}kubism.ku.dk

Anders Juul

Department of Growth and Reproduction, University Hospital of Copenhagen, Blegdamsvej 9, Denmark and Centre of Preventive Medicine, Glostrup County Hospital, Denmark

{dagger} To whom correspondence should be addressed.

Nested case-control sampling is designed to reduce the costs of large cohort studies. It is important to estimate the parameters of interest as efficiently as possible. We present a new maximum likelihood estimator (MLE) for nested case-control sampling in the context of Cox's proportional hazards model. The MLE is computed by the EM-algorithm, which is easy to implement in the proportional hazards setting. Standard errors are estimated by a numerical profile likelihood approach based on EM aided differentiation. The work was motivated by a nested case-control study that hypothesized that insulin-like growth factor I was associated with ischemic heart disease. The study was based on a population of 3784 Danes and 231 cases of ischemic heart disease where controls were matched on age and gender. We illustrate the use of the MLE for these data and show how the maximum likelihood framework can be used to obtain information additional to the relative risk estimates of covariates.

Keywords: Cox model; Efficiency; Nested case-control; Proportional hazards model; Survival data


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?


This article has been cited by other articles:


Home page
 BiostatisticsHome page
D. Zeng, D. Y. Lin, C. L. Avery, K. E. North, and M. S. Bray
Efficient semiparametric estimation of haplotype-disease associations in case-cohort and nested case-control studies
Biostat., July 1, 2006; 7(3): 486 - 502.
[Abstract] [Full Text] [PDF]


Disclaimer: Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.