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 Honoré(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:	2000-08-01
Authors:	Abbring, Jaap H. ; Berg, Gerard J. van den
Institutions:	Tinbergen Institute
Subject:	competing risks \| mixed proportional hazard \| non-parametric identification \| frailty \| duration model \| multiple spells

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Extent:	application/pdf
Series:	Tinbergen Institute Discussion Papers.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series Tinbergen Institute Discussion Papers Number 00-066/3
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005281807