Archive for the ‘case-control method’ Category

Case Control Studies and Repeated Sampling

October 8th, 2007 No comments

A standard counterintuitive result in statistics is that if the
true model is logit, then it is okay to use a sample selected on the
Y’s, which is what the “case-control method” amounts to. You may select
1000 observations with Y=1 and 1000 observations with Y=0 and do
estimation of the effects of every variable but the constant in the
usual way, without any sort of weighting. This was shown in Prentice &
Pyke (1979). They also purport to show that the standard errors may be
computed in the usual way— that is, using the curvature (2nd
derivative) of the likelihood function. (Click here for more)