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
Authors:	Abbring, Jaap H. ; van den Berg, Gerard J.
Publisher:	Amsterdam and Rotterdam : Tinbergen Institute
Subject:	Kausalanalyse \| Multivariate Analyse \| Dauer \| Risiko \| Theorie \| competing risks \| mixed proportional hazard \| non-parametric identification \| frailty \| duration model \| multiple spells

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Series:	Tinbergen Institute Discussion Paper ; 00-066/3
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	832872970 [GVK] hdl:10419/85509 [Handle] RePEc:dgr:uvatin:20000066 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010324485