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

Jaap H. Abbring () and Gerard J. van den Berg

No 24, Serie Research Memoranda from VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

Abstract: 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 Honor6 (1989) can be relaxed. We generalize the results for the case in which multiple spells are observed for each subject.

Keywords: competing risks; mixed proportional hazard; non-parametric identification; frailty; duration model; multiple spells. (search for similar items in EconPapers)
JEL-codes: C30 (search for similar items in EconPapers)
Date: Written 2000
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Related works:
Working Paper: The Non-Parametric Identification of the Mixed Proportional Hazards Competing Risks Model (2000)
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