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The Identifiability of the Mixed Proportional Hazards Model with Time-Varying Coefficients

This paper establishes conditions for the nonparametric identifiability of the mixed proportional hazards model with time-varying coefficients. Unlike the mixed proportional hazards model, a regressor with two distinct values is not sufficient to identify this model. An unbounded regressor, however, is sufficient for identification.
Year of publication:
1996
Authors: McCall, Brian P.
Published in:
Econometric Theory. - Cambridge University Press. - Vol. 12.1996, 04, p. 733-738
Publisher: Cambridge University Press
Description of contents: Abstract [journals.cambridge.org]
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005104605
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