Nested case-control analysis with general additive-multiplicative hazard models

This paper discusses the nested case-control analysis under a class of general additive-multiplicative hazard models which includes the Cox model and the additive hazard model as special cases. A pseudo-score is constructed to estimate the regression parameters. The resulting estimator is shown to be consistent and asymptotically normally distributed. The limiting variance-covariance matrix can be consistently estimated by the nested case-control data. A simulation study is conducted to assess the finite sample performance of the proposed estimator and a real example is provided for illustration.