On 06/23/2014 05:00 AM, r-help-requ...@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
suggestions?

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.

Terry Therneau

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