Computing the Cox model for case cohort designs.

@article{Therneau1999ComputingTC,
  title={Computing the Cox model for case cohort designs.},
  author={Terry M. Therneau and Hongzhe Li},
  journal={Lifetime data analysis},
  year={1999},
  volume={5 2},
  pages={99-112}
}
Prentice (1986) proposed a case-cohort design as an efficient subsampling mechanism for survival studies. Several other authors have expanded on these ideas to create a family of related sampling plans, along with estimators for the covariate effects. We describe how to obtain the proposed parameter estimates and their variance estimates using standard software packages, with SAS and S-Plus as particular examples.