(1) Department of Statistics, University of Chicago, 5734 University Avenue, Chicago, IL 60637, USA;(2) Department of Mathematics, University of Oslo, P.O. Box 1053, Blindern, N-0316, Norway
Abstract:
Borgan and Langholz (1997) describe a method for estimating the parameter functions in Aalen's linear hazard regression model from sampled risk set data. Using a counting process formulation and the martingale central limit theorem, we provide a study of the asymptotic distributional properties of the estimator. The results are applied to study the efficiencies of the nested case-control and counter-matched designs relative to a full cohort analysis.