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Aalen's linear model for sampled risk set data: a large sample study
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.
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