Testing goodness-of-fit for the proportional hazards model based on nested case-control data.

Nested case-control sampling is a popular design for large epidemiological cohort studies due to its cost effectiveness. A number of methods have been developed for the estimation of the proportional hazards model with nested case-control data; however, the evaluation of modeling assumption is less attended. In this article, we propose a class of goodness-of-fit test statistics for testing the proportional hazards assumption based on nested case-control data. The test statistics are constructed based on asymptotically mean-zero processes derived from Samuelsen's maximum pseudo-likelihood estimation method. In addition, we develop an innovative resampling scheme to approximate the asymptotic distribution of the test statistics while accounting for the dependent sampling scheme of nested case-control design. Numerical studies are conducted to evaluate the performance of our proposed approach, and an application to the Wilms' Tumor Study is given to illustrate the methodology.