Economics at your fingertips  

The identifiability of the mixed proportional hazards competing risks model

Jaap Abbring () and Gerard van den Berg

Journal of the Royal Statistical Society Series B, 2003, vol. 65, issue 3, 701-710

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 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. Copyright 2003 Royal Statistical Society.

Date: 2003
References: Add references at CitEc
Citations View citations in EconPapers (70) Track citations by RSS feed

Downloads: (external link) link to full text (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This journal article can be ordered from
http://ordering.onli ... 1111/(ISSN)1467-9868

Access Statistics for this article

Journal of the Royal Statistical Society Series B is currently edited by P. Fryzlewicz and I. Van Keilegom

More articles in Journal of the Royal Statistical Society Series B from Royal Statistical Society Contact information at EDIRC.
Series data maintained by Wiley-Blackwell Digital Licensing ().

Page updated 2017-11-08
Handle: RePEc:bla:jorssb:v:65:y:2003:i:3:p:701-710