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Keywords:

  • proportional hazards;
  • sample surveys;
  • case–cohort design;
  • weighting;
  • Rao–Scott tests

We develop an analog of the likelihood ratio test for Cox proportional hazards models fitted to sample survey data. We look at methods for computing the asymptotic distribution and at ways of improving the small-sample performance. The methods are illustrated with examples using data from the National Health and Nutrition Examination Survey and from a stratified case–cohort study. Copyright © 2012 John Wiley & Sons, Ltd.