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Simple Methods for Testing for the Proportionality of Cause-Specific Hazards in Competing Risk Models

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  • Narendranathan, Wiji
  • Stewart, Mark B

Abstract

This paper describes simple methods for testing various hypotheses of proportionality between the cause-specific hazards in competing risks models. It provides methods for estimating competing risks models with equality restrictions across the cause-specific hazards as single risk models. Thus, likelihood-ratio test statistics of these hypotheses can be conducted using only single risk programs. The first method described involves simple adjustment factors requiring only sample exit proportions. The second involves duplicating the sample and augmenting single risk models with dummy variables. Copyright 1991 by Blackwell Publishing Ltd

Suggested Citation

  • Narendranathan, Wiji & Stewart, Mark B, 1991. "Simple Methods for Testing for the Proportionality of Cause-Specific Hazards in Competing Risk Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 53(3), pages 331-340, August.
    • Handle: RePEc:bla:obuest:v:53:y:1991:i:3:p:331-40
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    2. Gustavo A. Crespi & Aldo Geuna & Lionel J. J. Nesta, 2006. "Labour Mobility of Academic Inventors. Career Decision and Knowledge Transfer," SPRU Working Paper Series 139, SPRU - Science Policy Research Unit, University of Sussex Business School.
    3. Lindeboom, Maarten & van Ours, Jan C & Renes, Gusta, 1994. "Matching Employers and Workers: An Empirical Analysis on the Effectiveness of Search," Oxford Economic Papers, Oxford University Press, vol. 46(1), pages 45-67, January.
    4. L C Thomas & S Thomas & L Tang & O Ap Gwilym, 2005. "Impact of demographic and economic variables on financial policy purchase timing decisions," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 56(9), pages 1051-1062, September.
    5. Wang, Tao, 2023. "Toward an understanding of innovation failure: The timing of failure experience," Technovation, Elsevier, vol. 125(C).
    6. Rob Crouchley & Reza Oskrochi, 2000. "Testing for Origin Dependence in Socioeconomic Duration Data," Environment and Planning A, , vol. 32(10), pages 1857-1868, October.
    7. Silviano Esteve-Pérez, 2012. "Consolidation by merger: the UK beer market," Small Business Economics, Springer, vol. 39(1), pages 207-229, July.
    8. Teresa D. Harrison, 2007. "Consolidations and closures: an empirical analysis of exits from the hospital industry," Health Economics, John Wiley & Sons, Ltd., vol. 16(5), pages 457-474, May.
    9. Andrew P. Dickerson & Heather D. Gibson & Euclid Tsakalotos, 2003. "Is attack the best form of defence? A competing risks analysis of acquisition activity in the UK," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 27(3), pages 337-357, May.
    10. Wagner, S. & Cockburn, I., 2010. "Patents and the survival of Internet-related IPOs," Research Policy, Elsevier, vol. 39(2), pages 214-228, March.
    11. Pfann, Gerard & Blumberg, Boris, 2015. "Roads Leading to Self-Employment: Comparing Transgenerational Entrepreneurs and Self-Made Start-Ups," CEPR Discussion Papers 10699, C.E.P.R. Discussion Papers.
    12. Roberto Fontana & Lionel Nesta, 2009. "Product Innovation and Survival in a High-Tech Industry," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 34(4), pages 287-306, June.
    13. repec:hal:spmain:info:hdl:2441/6121 is not listed on IDEAS
    14. Metzger, Georg, 2007. "Personal experience: a most vicious and limited circle!? On the role of entrepreneurial experience for firm survival," ZEW Discussion Papers 07-046, ZEW - Leibniz Centre for European Economic Research.
    15. Boris F. Blumberg & Gerard A. Pfann, 2016. "Roads Leading to Self–Employment: Comparing Transgenerational Entrepreneurs and Self–Made Start–Ups," Entrepreneurship Theory and Practice, , vol. 40(2), pages 335-357, March.
    16. Roberto Fontana & Lionel Nesta, 2007. "Entry, Innovation and Exit from LAN Switch Industry," Working Papers hal-00973045, HAL.
    17. Rebecca M. Blank, 1994. "The Dynamics of Part-Time Work," NBER Working Papers 4911, National Bureau of Economic Research, Inc.
    18. Emilia Del Bono, 2004. "Pre-Marital Fertility and Labour Market Opportunities: Evidence from the 1970 British Cohort Study," Economics Series Working Papers 202, University of Oxford, Department of Economics.
    19. Sanjiv Jaggia & Satish Thosar, 2019. "An evaluation of chapter 11 bankruptcy filings in a competing risks framework," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(3), pages 569-581, July.
    20. Roberto Fontana & Lionel Nesta, 2007. "Entry, Innovation and Exit. Evidence from the LAN switch Industry," Documents de Travail de l'OFCE 2007-02, Observatoire Francais des Conjonctures Economiques (OFCE).
    21. Gebrenegus Ghilagaber, 1998. "Analysis of Survival Data with Multiple Causes of Failure," Quality & Quantity: International Journal of Methodology, Springer, vol. 32(3), pages 297-324, August.
    22. Lin, Shu & Ye, Haichun, 2011. "The role of financial development in exchange rate regime choices," Journal of International Money and Finance, Elsevier, vol. 30(4), pages 641-659, June.
    23. repec:spo:wpecon:info:hdl:2441/6127 is not listed on IDEAS
    24. repec:hal:wpspec:info:hdl:2441/6127 is not listed on IDEAS

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