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
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Authors: | McCall, Brian P. |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 12.1996, 04, p. 733-738
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Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
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