[R] Cox regression model for matched data with replacement
Therneau, Terry M., Ph.D.
therneau at mayo.edu
Mon Jun 23 14:51:41 CEST 2014
On 06/23/2014 05:00 AM, r-help-request at r-project.org wrote:
> My problem was how to build a Cox model for the matched data (1:n) with
> replacement. Usually, we can use stratified Cox regression model when the
> data were matched without replacement. However, if the data were matched
> with replacement, due to the re-use of subjects, we should give a weight
> for each pair, then how to incorporate this weight into a Cox model. I also
> checked the "clogit" function in survival package, it seems suitable to the
> logistic model for the matched data with replacement, rather than Cox
> model. Because it sets the time to a constant. Anyone can give me some
You don't need to worry. In an ordinary Cox model controls are "reused" at each death
time; very early on this caused some concern but the theory has been worked out in
multiple ways. In your example a random sample is taken from each of the potential
control sets, which preserves the underlying martingale theory.
If you are still concerned then add " + cluster(id)" to the model statement to force a
GEE type variance estimate, where id is a variable that identifies individual subjects.
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