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The non-parametric identification of the mixed proportional hazards competing risks model

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  • Abbring, Jaap H.

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

  • Berg, Gerard J. van den

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 Honor6 (1989) can be relaxed. We generalize the results for the case in which multiple spells are observed for each subject.

Suggested Citation

  • Abbring, Jaap H. & Berg, Gerard J. van den, 2000. "The non-parametric identification of the mixed proportional hazards competing risks model," Serie Research Memoranda 0024, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Handle: RePEc:vua:wpaper:2000-24
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    References listed on IDEAS

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    3. Melino, Angelo & Sueyoshi, Glenn T., 1990. "A simple approach to the identifiability of the proportional hazards model," Economics Letters, Elsevier, vol. 33(1), pages 63-68, May.
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    6. Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-956, July.
    7. James Vaupel & Kenneth Manton & Eric Stallard, 1979. "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography, Springer;Population Association of America (PAA), vol. 16(3), pages 439-454, August.
    8. Chris Elbers & Geert Ridder, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(3), pages 403-409.
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    Cited by:

    1. Abbring, Jaap H., 2003. "Dynamic Econometric Program Evaluation," IZA Discussion Papers 804, Institute of Labor Economics (IZA).
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    3. Emmanuel Dechenaux & Brent Goldfarb & Scott Shane & Marie Thursby, 2008. "Appropriability and Commercialization: Evidence from MIT Inventions," Management Science, INFORMS, vol. 54(5), pages 893-906, May.
    4. Jensen, Peter & Rosholm, Michael & Svarer, Michael, 2003. "The response of youth unemployment to benefits, incentives, and sanctions," European Journal of Political Economy, Elsevier, vol. 19(2), pages 301-316, June.
    5. Piil Damm, Anna, 2005. "Immigrants’ Location Preferences: Exploiting a Natural Experiment," Working Papers 05-2, University of Aarhus, Aarhus School of Business, Department of Economics.
    6. Tara Shankar Shaw, 2011. "Transitions from Cohabitation," Review of Market Integration, India Development Foundation, vol. 3(2), pages 121-159, August.

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    More about this item

    Keywords

    competing risks; mixed proportional hazard; non-parametric identification; frailty; duration model; multiple spells.;
    All these keywords.

    JEL classification:

    • C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General

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