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Case-cohort design; Censored linear regression; Gehan-type weights; Linear Programming; Monotone estimating function; Newton-type method.
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A Hybrid Newton-Type Method For The Linear Regression In Case-Cohort Studies, Menggang Yu, Bin Nan
A Hybrid Newton-Type Method For The Linear Regression In Case-Cohort Studies, Menggang Yu, Bin Nan
The University of Michigan Department of Biostatistics Working Paper Series
Case-cohort designs are increasingly commonly used in large epidemiological cohort studies. Nan, Yu, and Kalbeisch (2004) provided the asymptotic results for censored linear regression models in case-cohort studies. In this article, we consider computational aspects of their proposed rank based estimating methods. We show that the rank based discontinuous estimating functions for case-cohort studies are monotone, a property established for cohort data in the literature, when generalized Gehan type of weights are used. Though the estimating problem can be formulated to a linear programming problem as that for cohort data, due to its easily uncontrollable large scale even for a …