Local case-control sampling: Difference between revisions

Revision as of 05:29, 23 May 2018

Revision as of 10:21, 5 March 2019

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== Properties ==

The algorithm has the following properties. When the pilot is [[Consistency (statistics)|consistent]], the estimates using the samples from local case-control sampling is consistent even under [[SpecificationStatistical (regression)model specification|model misspecification]]. If the model is correct then the algorithm has exactly twice the asymptotic variance of logistic regression on the full data set. For a larger sample size with <math> c>1 </math>, the factor 2 is improved to <math> 1+\frac{1}{c} </math>.

== References ==