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Biometrika 1994 81(3):501-514; doi:10.1093/biomet/81.3.501
© 1994 by Biometrika Trust
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A partly parametric additive risk model

IAN W. MCKEAGUE1 and PETER D. SASIENI2

1 Department of Statistics, Florida State University, Tallahassee Florida 32306-3033, U.S.A.
2 Department of Mathematics, Statistics and Epidemiology, Imperial Cancer Research Fund P.O. Box No. 123, Lincoln's Inn Fields, London WC2A 3PX, U.K.

Received for publication 1 February 1993. Revision received 1 January 1994.
  Abstract

Aalen's additive risk model allows the influence of each covariate to vary separately over time. Although allowing greater flexibility of temporal structure than a Cox model, Aalen's model is more limited in the number of covariates it can handle. We introduce a partly parametric version of Aalen's model in which the influence of only a few covariates varies nonparametrically over time, and that of the remaining covariates is constant. Efficient procedures for fitting this new model are developed and studied. The approach is applied to data from the Medical Research Council's myelomatosis trials.

Key Words: Aalen's linear hazards model • Counting process • Efficient estimation • Right-censored data • Semiparametric • Survival analysis


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