Prospective Analysis of Logistic Case-Control Studies

In a classical case-control study, Prentice and Pyke proposed to ignore the study design and instead base estimation and inference on a random sampling (i.e., prospective) formulation. We generalize this prospective formulation of case-control studies to include multiplicative models, stratification, missing data, measurement error, robustness, and other examples. The resulting estimators, which ignore the case-control study aspect and instead are based on a random-sampling formulation, are typically consistent for nonintercept parameters and are asymptotically normally distributed. We derive the resulting asymptotic covariance matrix of the parameter estimates. The covariance matrix obtained by ignoring the case-control sampling scheme and using prospective formulas instead is shown to be at worst asymptotically conservative and asymptotically correct in a variety of problems; a simple sufficient condition guaranteeing the latter is obtained.