The non-parametric identification of the mixed proportional hazards competing risks model

We prove identification of dependent competing risks models in which each risk has a mixed proportional hazard specification with regressors, and the risks are dependent by way of the unobserved heterogeneity, or frailty, components. We show that the conditions for non-parametric identification given by Heckman and Honor6 (1989) can be relaxed. We generalize the results for the case in which multiple spells are observed for each subject.

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Year of publication:	2000
Authors:	Abbring, Jaap H. ; Berg, Gerard J. van den
Institutions:	VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
Subject:	competing risks \| mixed proportional hazard \| non-parametric identification \| frailty \| duration model \| multiple spells

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Extent:	application/pdf
Series:	Serie Research Memoranda.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series Serie Research memoranda / Vrije Universiteit Amsterdam. Faculteit der Economische Wetenschappen en Econometrie Number 0024
Classification:	C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005150660