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Previous research suggests food diaries may be more efficient than food frequency questionnaires (FFQ) in detecting a dietary fat–breast cancer relationship. We assessed this further using 4 day food records (FRs) and FFQs in a large sample.Participants were from the non-intervention group of the dietary modification component of the Women's Health Initiative Clinical Trial: 603 breast cancer cases and 1206 controls matched on age, clinic, and length of follow-up. Relative risks (RRs) were estimated using unconditional logistic regression, adjusted for confounders and for the selection into the trial of women with an FFQ report exceeding 32% calories from fat. Direct comparison of the statistical power of the two instruments used the standardized log RR. An alternative analysis after removing subjects with missing covariate data was also conducted.The RR estimate for breast cancer in the top quintile of total fat intake, adjusted for confounders and total energy, was 1.82 (P for trend 0.02) for the FR but 0.67 for the FFQ (P for trend 0.24). Following adjustment for selection, estimates were 2.09 (P for trend 0.008) for the FR (alternative: 2.54, P for trend 0.006) and 1.71 (P for trend 0.18) for the FFQ (alternative: 1.24, P for trend 0.41). Similar results were seen for fat subtypes, particularly unsaturated fats. Comparisons showed higher statistical power for the FR than the FFQ (e.g. total fat, P=0.08: alternative P=0.01).Alternative instruments, such as FRs, may be preferable to FFQs for evaluating diet–disease relationships in cohort studies. The results support a positive association between dietary fat and breast cancer.