Aalen's additive hazards regression model is a useful alternative to the proportional hazards model for censored data regression. When used to compare treatments this approach leads to weighted comparisons of the crude estimate of the hazard rate of each group as compared to a baseline group. This is contrasted to the weighted log rank test from the proportional hazards model which compares each treatment's rate to the pooled rate. We show in this brief note that Aalen's suggestion for weights in this test leads to inconsistent tests in the sense that the test statistic depends on which group we pick for a baseline group. We show that 'consistent' tests are obtained by using common weight functions for all comparisons and we make some suggestions.
Copyright 2005 John Wiley & Sons, Ltd