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Marginal Effects for Competing Risks Models with Piecewise Constant Hazards

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  • Tomi Kyyrä

Abstract

In the competing risks context, the effect of a covariate on the hazard function for a particular cause may be very different from its effect on the likelihood of exiting due to that cause. The latter probability is a function of all cause-specific hazards, and thereby potentially affected by indirect effects via hazards for competing causes. We consider the effects of covariates on the cumulative probability of exiting from a particular cause. These 'marginal effects' are decomposed into direct effects via the hazard of interest and indirect effects via the hazards for competing causes. For the piecewise constant hazard specification we derive simple closed-form expressions for the marginal effects that can be computed from the standard hazard function estimates. An empirical application illustrates that the marginal effects provide a useful and coherent way of summarizing the results of competing risks analysis. Copyright (c) Blackwell Publishing Ltd and the Department of Economics, University of Oxford, 2009.

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Bibliographic Info

Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics and Statistics.

Volume (Year): 71 (2009)
Issue (Month): 4 (08)
Pages: 539-565

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Handle: RePEc:bla:obuest:v:71:y:2009:i:4:p:539-565

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Cited by:
  1. Bijwaard, Govert, 2009. "Labour Market Status and Migration Dynamics," IZA Discussion Papers 4530, Institute for the Study of Labor (IZA).
  2. Bijwaard, Govert E. & Wahba, Jackline, 2014. "Do high-income or low-income immigrants leave faster?," Journal of Development Economics, Elsevier, vol. 108(C), pages 54-68.

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