The Non-parametric Identification of Generalized Accelerated Failure-Time Models
The author considers a class of models that generalizes the popular mixed proportional hazard model for duration data: the generalized accelerated failure-time model. He shows that the generalized accelerated failure-time model is nonparametrically identified (up to a normalization). He then reconsiders the nonparametric identification of the mixed proportional hazard model. He shows that the class of mixed proportional hazard models is not closed under normalization. This implies that a finite mean of the mixing distribution is a necessary condition for (nonparametric) identification of the mixed proportional hazard model. It is impossible to test this hypothesis without imposing arbitrary restrictions on the base-line hazard and/or the regression function. Copyright 1990 by The Review of Economic Studies Limited.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 57 (1990)
Issue (Month): 2 (April)
|Contact details of provider:|| Web page: http://www.blackwellpublishing.com/journal.asp?ref=0034-6527|
|Order Information:||Web: http://www.blackwellpublishing.com/subs.asp?ref=0034-6527|
When requesting a correction, please mention this item's handle: RePEc:bla:restud:v:57:y:1990:i:2:p:167-81. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing)or (Christopher F. Baum)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.