The non-parametric identification of the mixed proportional hazards competing risks model

Jaap H. Abbring and Gerard J. van den Berg
Additional contact information
Jaap H. Abbring: Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics

No 24, Serie Research Memoranda from VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics

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 non-parametric identification given by Heckman and Honor6 (1989) can be relaxed. We generalize the results for the case in which multiple spells are observed for each subject.

Keywords: competing risks; mixed proportional hazard; non-parametric identification; frailty; duration model; multiple spells. (search for similar items in EconPapers)
JEL-codes: C30 (search for similar items in EconPapers)
Date: 2000
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (6)

Downloads: (external link)
http://degree.ubvu.vu.nl/repec/vua/wpaper/pdf/20000024.pdf (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:vua:wpaper:2000-24

Access Statistics for this paper

More papers in Serie Research Memoranda from VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics Contact information at EDIRC.
Bibliographic data for series maintained by R. Dam ().