Asymptotic Theory for Weighted Least Squares Estimators in Aalen's Additive Risk Model

摘要

The proportional hazards regression model of Cox (1972) for the analysis of censored survival data has had considerable influence on the theory and practice of biostatistics. In recent years this has led to the study of a wide variety of hazard function based regression models which generalize Cox's model in some way. In this reprint the theory of counting processes is used to obtain weak convergence results for weighted least squares estimators of the hazard functions and the cumulative hazard functions based on continuous data. Results for weighted least squares estimators based on grouped data are also described. Reprints.