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: 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.

Date: 2003
References: View complete reference list from CitEc
Citations: View citations in EconPapers (105)

Downloads: (external link)
https://doi.org/10.1111/1467-9868.00410

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: https://EconPapers.repec.org/RePEc:bla:jorssb:v:65:y:2003:i:3:p:701-710

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.
Bibliographic data for series maintained by Wiley Content Delivery ().