Abstract : We analyze the effect of occupational exposure to asbestos on the occurrence of lung cancer based on a
recent French case–control (CC) study. We build a large collection of threshold regression models, dataadaptively
select a better model by CC-weighted likelihood-based cross-validation and then fit this better
model by CC-weighted maximum likelihood. The CC-weighting allows us to draw valid inferences from
CC data without relying on a logistic regression. This is possible because the joint distribution of the
indicator of being a case and matching variable is available beforehand owing to two studies independent
from our data set. The implications of the fitted model in terms of years of life free of lung cancer lost due
to the exposure to asbestos are discussed.