Non-parametric identication of the mixed proportional hazards model with interval-censored durations
AbstractThis note presents identication results for the mixed proportional hazards model when duration data are interval-censored. Earlier positive results on identication under intervalcensoring require both parametric specication on how covariates enter the hazard functions and assumptions of unbounded support for covariates. New results provided here show how one can dispense with both of these assumptions. The mixed proportional hazards model is non-parametrically identied with interval-censored duration data, provided covariates have support on an open set and the hazard function is a non-constant continuous function of covariates.
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Bibliographic InfoPaper provided by Research Department of Statistics Norway in its series Discussion Papers with number 600.
Date of creation: Dec 2009
Date of revision:
duration analysis; interval-censoring; non-parametric identication;
Other versions of this item:
- Christian N. Brinch, 2011. "Non‐parametric identification of the mixed proportional hazards model with interval‐censored durations," Econometrics Journal, Royal Economic Society, vol. 14(2), pages 343-350, 07.
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
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