Template-Type: ReDIF-Paper 1.0
Series: Tinbergen Institute Discussion Papers
Creation-Date: 2000-08-01
Number: 00-066/3
Author-Name: Jaap H. Abbring
Author-Email: jabbring@feweb.vu.nl
Author-Workplace-Name: Vrije Universiteit Amsterdam
Author-Name: Gerard J. van den Berg
Author-Email: gberg@feweb.vu.nl
Author-Workplace-Name: Vrije Universiteit Amsterdam
Title: The Non-Parametric Identification of the Mixed Proportional Hazards Competing Risks Model
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 Honoré(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
File-Url: https://papers.tinbergen.nl/00066.pdf
File-Format: application/pdf
File-Size: 324777 bytes
Handle: RePEc:tin:wpaper:20000066