The Identifiability of the Mixed Proportional Hazards Model with Time-Varying Coefficients

Brian Mccall ()

Econometric Theory, 1996, vol. 12, issue 04, pages 733-738

Abstract: This paper establishes conditions for the nonparametric identifiability of the mixed proportional hazards model with time-varying coefficients. Unlike the mixed proportional hazards model, a regressor with two distinct values is not sufficient to identify this model. An unbounded regressor, however, is sufficient for identification.

Date: 1996
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Persistent link: http://EconPapers.repec.org/RePEc:cup:etheor:v:12:y:1996:i:04:p:733-738_00

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