On the identifiability of the proportional hazard model

Chris Elbers and G Ridder

No 293055, University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business

Abstract: Lancaster and Nickell (1980) have argued that in proportional hazard models the effects of time dependence and of unobserved sample heterogeneity cannot be distinguished. We show that both effects can be identified if the model allows for observed regressor variables in hazard function.

Keywords: Research; Methods/; Statistical; Methods (search for similar items in EconPapers)
Pages: 11
Date: 1981
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Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:293055

DOI: 10.22004/ag.econ.293055

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