EconPapers    
Economics at your fingertips  
 

A nonparametric instrumental approach to endogeneity in competing risks models

Jad Beyhum, Jean-Pierre Florens and Ingrid Van Keilegom

Papers from arXiv.org

Abstract: This paper discusses endogenous treatment models with duration outcomes, competing risks and random right censoring. The endogeneity issue is solved using a discrete instrumental variable. We show that the competing risks model generates a non-parametric quantile instrumental regression problem. The cause-specific cumulative incidence, the cause-specific hazard and the subdistribution hazard can be recovered from the regression function. A distinguishing feature of the model is that censoring and competing risks prevent identification at some quantiles. We characterize the set of quantiles for which exact identification is possible and give partial identification results for other quantiles. We outline an estimation procedure and discuss its properties. The finite sample performance of the estimator is evaluated through simulations. We apply the proposed method to the Health Insurance Plan of Greater New York experiment.

Date: 2021-05
New Economics Papers: this item is included in nep-ecm, nep-hea and nep-ias
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://arxiv.org/pdf/2105.00946 Latest version (application/pdf)

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:arx:papers:2105.00946

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().

 
Page updated 2021-05-22
Handle: RePEc:arx:papers:2105.00946