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On the identifiability of the proportional hazard model

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  • Elbers, C
  • Ridder, G

Abstract

Lancaster and Nickell (1980) have argued that in proportional hazard models the effects of time dependence and of unobserved sample heterogeneity cannot be distinguished. We show that both effects can be identified if the model allows for observed regressor variables in hazard function.

Suggested Citation

  • Elbers, C & Ridder, G, 1981. "On the identifiability of the proportional hazard model," University of Amsterdam, Actuarial Science and Econometrics Archive 293055, University of Amsterdam, Faculty of Economics and Business.
    • Handle: RePEc:ags:amstas:293055
    DOI: 10.22004/ag.econ.293055
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    Research Methods/ Statistical Methods;

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