Case-cohort Analysis with General Additive-multiplicative Hazard Models  

作　　者：Yi SUN Wen YU Ming ZHENG 

机构地区：[1]Department of Statistics,School of Management,Fudan University

出　　处：《Acta Mathematicae Applicatae Sinica》2016年第4期851-866,共16页应用数学学报（英文版）

基　　金：supported by the National Natural Science Foundation of China(11101091);the Specialized Research Fund for the Doctoral Program of Higher Education of China(20110071120023);supported by the National Natural Science Foundation of China(10971033)

摘　　要：The case-cohort design is widely used in large epidemiological studms and prevention trials for cost reduction. In such a design, covariates are assembled only for a subcohort which is a random subset of the entire cohort and any additional cases outside the subcohort. In this paper, we discuss the case-cohort analysis with a class of general additive-multiplicative hazard models which includes the commonly used Cox model and additive hazard model as special cases. Two sampling schemes for the subcohort, Bernoulli sampling with arbitrary selection probabilities and stratified simple random sampling with fixed subcohort sizes, are discussed. In each setting, an estimating function is constructed to estimate the regression parameters. The resulting estimator is shown to be consistent and asymptotically normally distributed. The limiting variance-covariance matrix can be consistently estimated by the case-cohort data. A simulation study is conducted to assess the finite sample performances of the proposed method and a real example is provided.The case-cohort design is widely used in large epidemiological studms and prevention trials for cost reduction. In such a design, covariates are assembled only for a subcohort which is a random subset of the entire cohort and any additional cases outside the subcohort. In this paper, we discuss the case-cohort analysis with a class of general additive-multiplicative hazard models which includes the commonly used Cox model and additive hazard model as special cases. Two sampling schemes for the subcohort, Bernoulli sampling with arbitrary selection probabilities and stratified simple random sampling with fixed subcohort sizes, are discussed. In each setting, an estimating function is constructed to estimate the regression parameters. The resulting estimator is shown to be consistent and asymptotically normally distributed. The limiting variance-covariance matrix can be consistently estimated by the case-cohort data. A simulation study is conducted to assess the finite sample performances of the proposed method and a real example is provided.

关 键 词：additive-multipticative hazard case-cohort design counting process pseudo-score survival data 

分 类 号：O212.1[理学—概率论与数理统计]