The identifiability of the mixed proportional hazards competing risks model

被引：94

作者：

Abbring, JH

van den Berg, GJ

机构：

[1] Free Univ Amsterdam, Dept Econ, Tinbergen Inst, NL-1081 HV Amsterdam, Netherlands

[2] Ctr Econ Policy Res, London SW1Y 6LA, England

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY | 2003年 / 65卷

关键词：

competing risks; duration model; frailty; identification; mixed proportional hazard; multiple spells;

D O I：

10.1111/1467-9868.00410

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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 Honore can be relaxed. We extend the results to the case in which multiple spells are observed for each subject.

引用

页码：701 / 710

页数：10

共 20 条

[1] Stayers versus defecting movers: a note on the identification of defective duration models [J].