Cox’s proportional hazards model is one of the most well-known and widely used models in survival analysis. Relative risks are easily calculated and easy to interpret.  However, it is difficult to model covariate effects over time. Aalen’s additive hazards regression model assumes that covariates act in an additive manner on an unknown baseline hazard rate and the effect of a covariate may vary over time. Hence, Aalen’s model may provide more in depth information on the effect of a prognostic factor over time. However, Aalen’s model is not available in some commonly used computer packages, such as SAS or SPSS. In this project we use R “addreg” package to perform Aalen’s model. The aim of this study is to compare two models in terms of theory and application to a real data set which is from Veteran's Administration Lung Cancer Trial. Two models have similar results with regard to covariates selected for the model. In particular, both models suggest that treatment type has no significant effect. However, two models give different information and should not be viewed as alternatives to each other, but as complementary methods that may be used together to give a more complete and more comprehensive understanding of data.