The acquired immunodeficiency syndrome (AIDS) results from infection w
ith the human immunodeficiency virus (HIV). The time of infection is g
enerally unknown since transmission usually occurs during the course o
f repeated sexual contacts or needle sharing. Brookmeyer and Gail desc
ribe the biases that may arise in survival analyses using the recruitm
ent time rather than the unknown infection time as the origin in preva
lent cohorts of HIV-infected individuals. We apply a non-parametric ha
zard estimator, introduced by Nielsen, that assumes the hazard of an A
IDS diagnosis depends upon the unknown time of infection solely throug
h the value of possibly multidimensional markers of HIV-disease progre
ssion such as CD4+ T lymphocyte cell counts. Essentially, we estimate
the hazard for a specific marker value y by dividing the number of occ
urrences among subjects with marker measurements in a neighbourhood of
y by the total risk time in that neighbourhood. We present this estim
ator, which relies upon kernel estimator techniques to produce a smoot
h estimate, within a counting process framework. We apply this method
to marker data from the San Francisco Men's Health Study.