Comparisons of risk prediction methods using nested case‐control data

Using both simulated and real datasets, we compared two approaches for estimating absolute risk from nested case‐control (NCC) data and demonstrated the feasibility of using the NCC design for estimating absolute risk. In contrast to previously published results, we successfully demonstrated not only that data from a matched NCC study can be used to unbiasedly estimate absolute risk but also that matched studies give better statistical efficiency and classify subjects into more appropriate risk categories. Our result has implications for studies that aim to develop or validate risk prediction models. In addition to the traditional full cohort study and case‐cohort study, researchers designing these studies now have the option of performing a NCC study with huge potential savings in cost and resources. Detailed explanations on how to obtain the absolute risk estimates under the proposed approach are given. Copyright © 2016 John Wiley & Sons, Ltd.