Variance estimation for generalized linear regression with binary outcome when using case-cohort data
Abstract
The case-cohort design was initially proposed for studying rare outcomes in large cohorts, where covariates may be too expensive to measure on all the subjects. Because of its sampling scheme, this design often requires intricate variance estimation. However, there is significantly less publications on the use of case-cohort data with binary outcomes than for case-cohort survival analysis, notably regarding inference. In this work, an influence-based variance estimation method is proposed for parameters obtained from log-linear or logistic regression models and case-cohort data. The approach is flexible and is illustrated on two cohort subsampling designs: (i) a design possibly stratified on some correlate of the covariates but where sampling of the cases is exhaustive; (ii) a design where the sampling is further stratified based on case status. The variance estimation method properly accounts for the sampling features and allows appropriate analysis of case-cohort data. It is illustrated on a simulation and on data from the National Wilms Tumor Study Group. Influences, and therefore variance estimates, can be easily computed from outputs of standard R commands such as glm and glmgee. In addition to being much less computationally intensive, influence-based variance estimation is more reliable than bootstrap variance estimation, recently proposed by Noma [Journal of Epidemiology, 2024].
Related
- Improved Variance Estimation in Homoskedastic Nonparametric Random-Design Regression via a Two-Scale Approach
- Posterior Tempering Explains Variance Inflation in Linear and Generalized Linear Thompson Sampling
- Three-group variance-ratio tests for heteroscedasticity in linear regression: an exact null distribution and an outlier-resistant version
- Sandwich Variance Estimation in Scale Mixture of Skew-Normal Linear Mixed Models.
- Restricted Maximum Likelihood Estimation in Generalized Linear Mixed Models
BibTeX
@misc{etievant2026variance,
title = {{Variance estimation for generalized linear regression with binary outcome when using case-cohort data}},
author = {Lola Etievant},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.27772},
eprint = {2610.27772},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.27772},
}
RIS
TY - UNPB
TI - Variance estimation for generalized linear regression with binary outcome when using case-cohort data
AU - Lola Etievant
PY - 2026
DA - 2026/10/20
PB - arXiv
DO - 10.48550/arxiv.2610.27772
UR - https://arxiv.org/abs/2610.27772
AB - The case-cohort design was initially proposed for studying rare outcomes in large cohorts, where covariates may be too expensive to measure on all the subjects. Because of its sampling scheme, this design often requires intricate variance estimation. However, there is significantly less publications on the use of case-cohort data with binary outcomes than for case-cohort survival analysis, notably regarding inference. In this work, an influence-based variance estimation method is proposed for parameters obtained from log-linear or logistic regression models and case-cohort data. The approach is flexible and is illustrated on two cohort subsampling designs: (i) a design possibly stratified on some correlate of the covariates but where sampling of the cases is exhaustive; (ii) a design where the sampling is further stratified based on case status. The variance estimation method properly accounts for the sampling features and allows appropriate analysis of case-cohort data. It is illustrated on a simulation and on data from the National Wilms Tumor Study Group. Influences, and therefore variance estimates, can be easily computed from outputs of standard R commands such as glm and glmgee. In addition to being much less computationally intensive, influence-based variance estimation is more reliable than bootstrap variance estimation, recently proposed by Noma [Journal of Epidemiology, 2024].
ER -