[Estimation of the hazards ratio in two grouped samples]

A simple estimator of the hazards ratio of two grouped samples is proposed. If the number of time grouping intervals is fixed, the following asymptotics hold: unbiasedness, and full efficiency when the true hazards ratio is 1 and the probability of failure in each interval is small. Under the latter condition, the estimator is equivalent to "MHP" estimator (Mantel-Haenszel estimator for a Poisson model). Simulations show that this estimator performs better than others when grouping is coarse. An asymptotically unbiased estimator of its variance is proposed.