A PARTLY PARAMETRIC ADDITIVE RISK MODEL

Aalen's additive risk model allows the influence of each covariate to vary separately over time. Although allowing greater flexibility of te mporal structure than a Cox model, Aalen's model is more limited in th e number of covariates it can handle. We introduce a partly parametric version of Aalen's model in which the influence of only a few covaria tes varies nonparametrically over time, and that of the remaining cova riates is constant. Efficient procedures for fitting this new model ar e developed and studied. The approach is applied to data from the Medi cal Research Council's myelomatosis trials.