Efficiency of cohort sampling designs: some surprising results

Cohort sampling designs are proposed which one would intuitively expect to be more efficient than nested case-control sampling. Two of these designs start with a nested case-control sample and distribute controls to sampled risk sets other than those for which they were picked. The third design has the goal of maximizing the number of distinct persons in a nested case-control sample. Simulation results show surprisingly little gain, and more often a loss in efficiency of these new designs relative to nested case-control sampling. This is due to the sampling-induced covariance between score terms. We conclude that the often stated intuition that nested case-control sampling does not make good use of sampled individuals' covariate histories is false.