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Weight calibration to improve efficiency for estimating pure risks from the additive hazards model with the nested case-control design.

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We study the efficiency of covariate-specific estimates of pure risk (one minus the survival function) when some covariates are only available for case-control samples nested in a cohort. We focus… Click to show full abstract

We study the efficiency of covariate-specific estimates of pure risk (one minus the survival function) when some covariates are only available for case-control samples nested in a cohort. We focus on the semiparametric additive hazards model in which the hazard function equals a baseline hazard plus a linear combination of covariates with either time-varying or time-invariant coefficients. A published approach uses the design-based inclusion probabilities to reweight the nested case-control data. We obtain more efficient estimates of pure risks by calibrating the design weights to data available in the entire cohort, for both time-varying or time-invariant covariate coefficients. We develop explicit variance formulas for the weight-calibrated estimates based on influence functions. Simulations show the improvement in precision by using weight calibration and confirm the consistency of variance estimators and the validity of inference based on asymptotic normality. Examples are provided using data from the Prostate, Lung, Colorectal, and Ovarian Cancer Screening Trial Study (PLCO).

Keywords: hazards model; additive hazards; case; case control; design

Journal Title: Biometrics
Year Published: 2020

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