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 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.