In the case-crossover design, only cases are sampled and the hazard ratio i
s estimated from within-subject comparisons of exposures at the event time
and in M control periods prior to the event. We consider the effect of with
in-subject dependence of exposures in successive time periods. We show that
estimates obtained from the conditional logistic model are biased. This bi
as disappears if the distribution of exposures in the M + 1 successive time
intervals is exchangeable. In contrast, the Mantel-Haenszel estimator for
the odds ratio is approximately unbiased provided that exposures are statio
nary. Suitable methods of analysis of case-crossover designs using maximum
likelihood may be derived from cohort rather than case-control models. Copy
right (C) 2001 John Wiley & Sons, Ltd.