Assume that the excess risk of an individual over a known background r
ate can be well approximated by the proportional hazards model. Such m
ight be the case for a cohort at risk of dying from causes that are in
dependent of those that affect the general population. We propose esti
mators for both the regression parameters and the nonparametric baseli
ne hazard function. The estimators are shown to be consistent, asympto
tically normal and efficient. Analogues of the Wald, score and likelih
ood ratio test are provided,The relevance of the asymptotic results to
samples of sizes 500 and 100 is illustrated by simulation. The model
is used to estimate the prognostic significance of stage and histology
in adults with non-Hodgkin's lymphoma.