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The identifiability of the mixed proportional hazards competing risks model

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  • Jaap H. Abbring
  • Gerard J. van den Berg

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 identification given by Heckman and Honoré can be relaxed. We extend the results to the case in which multiple spells are observed for each subject. Copyright 2003 Royal Statistical Society.

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Bibliographic Info

Article provided by Royal Statistical Society in its journal Journal of the Royal Statistical Society: Series B (Statistical Methodology).

Volume (Year): 65 (2003)
Issue (Month): 3 ()
Pages: 701-710

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Handle: RePEc:bla:jorssb:v:65:y:2003:i:3:p:701-710

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