Skip to main content

The identifiability of the mixed proportional hazards competing risks model

Buy Article:

$48.00 plus tax (Refund Policy)

Abstract:

Summary.

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

DOI: http://dx.doi.org/10.1111/1467-9868.00410

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: August 1, 2003

bpl/rssb/2003/00000065/00000003/art00007
dcterms_title,dcterms_description,pub_keyword
6
5
20
40
5

Access Key

Free Content
Free content
New Content
New content
Open Access Content
Open access content
Subscribed Content
Subscribed content
Free Trial Content
Free trial content
Cookie Policy
X
Cookie Policy
ingentaconnect website makes use of cookies so as to keep track of data that you have filled in. I am Happy with this Find out more