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The identifiability of the mixed proportional hazards competing risks model

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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 identification given by Heckman and Honoré can be relaxed. We extend the results to the case in which multiple spells are observed for each subject.

Keywords: Competing risks; Duration model; Frailty; Identification; Mixed proportional hazard; Multiple spells

Document Type: Research Article


Affiliations: 1: Free University Amsterdam, the Netherlands 2: Free University Amsterdam, Tinbergen Institute, Amsterdam, the Netherlands, and Centre for Economic Policy Research, London, UK

Publication date: 2003-08-01

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