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

Sokbae (Simon) Lee

Biometrika, 2006, vol. 93, issue 4, 996-1002

Abstract: This paper is concerned with identification of a competing risks model with unknown transformations of latent failure times. The model 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 about the joint survivor function of the latent failure times conditional on covariates. Copyright 2006, Oxford University Press.

Date: 2006
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Working Paper: Identification of a competing risks model with unknown transformations of latent failure times (2005)
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