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

Jaap H. Abbring; Gerard J. van den Berg

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. ; Berg, Gerard J. van den
Publisher:	Rotterdam [u.a.] : Tinbergen Inst.
Subject:	competing risks \| mixed proportional hazard \| non-parametric identification \| frailty \| duration model \| multiple spells \| Dauer \| Duration \| Risiko \| Risk \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Statistische Bestandsanalyse \| Duration analysis \| Multivariate Analyse \| Multivariate analysis \| Schätztheorie \| Estimation theory \| Kausalanalyse \| Causality analysis