Identification of a competing risks model with unknown transformations of latent failure times

Sokbae (Simon) Lee

No CWP17/05, CeMMAP working papers from Centre for Microdata Methods and Practice, Institute for Fiscal Studies

Abstract: This paper is concerned with identification of a competing risks model with unknown transformations of latent failure times. The model in this paper includes, as special cases, competing risks versions of proportional hazards, mixed proportional hazards, and accelerated failure time models. It is shown that covariate effects on latent failure times, cause-specific link functions, and the joint survivor function of the disturbance terms can be identified without relying on modelling the dependence between latent failure times parametrically nor using an exclusion restriction among covariates. As a result, the paper provides an identification result on the joint survivor function of the latent failure times conditional on covariates.

Keywords: Competing risks model; Identification; Transformation model (search for similar items in EconPapers)
Pages: 12 pp.
Date: 2005-11-30
New Economics Papers: this item is included in nep-bec and nep-ecm
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Related works:
Journal Article: Identification of a competing risks model with unknown transformations of latent failure times (2006)
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Persistent link: https://EconPapers.repec.org/RePEc:ifs:cemmap:17/05

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