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The Identifiability of the Mixed Proportional Hazards Model with Time-Varying Coefficients

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  • McCall, Brian P.

Abstract

This paper establishes conditions for the nonparametric identifiability of the mixed proportional hazards model with time-varying coefficients. Unlike the mixed proportional hazards model, a regressor with two distinct values is not sufficient to identify this model. An unbounded regressor, however, is sufficient for identification.

Suggested Citation

  • McCall, Brian P., 1996. "The Identifiability of the Mixed Proportional Hazards Model with Time-Varying Coefficients," Econometric Theory, Cambridge University Press, vol. 12(04), pages 733-738, October.
  • Handle: RePEc:cup:etheor:v:12:y:1996:i:04:p:733-738_00
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    Cited by:

    1. Arnab Bhattacharjee, 2009. "Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity," Discussion Paper Series, Department of Economics 200904, Department of Economics, University of St. Andrews.
    2. Alexandru M. Lefter & Brian P. McCall, "undated". "Decomposing Wage Distributions with Self-Selection," Working Papers 0705, Human Resources and Labor Studies, University of Minnesota (Twin Cities Campus).
    3. Van den Berg, Gerard J., 2001. "Duration models: specification, identification and multiple durations," Handbook of Econometrics,in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460 Elsevier.
    4. Zhang, Tao, 2003. "A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity," Memorandum 25/2003, Oslo University, Department of Economics.
    5. John C. Ham & Xianghong Li & Lara D. Shore-Sheppard, 2016. "The Employment Dynamics of Disadvantaged Women: Evidence from the SIPP," Journal of Labor Economics, University of Chicago Press, vol. 34(4), pages 899-944.
    6. John C. Ham & Xianghong Li & Lara Shore-Sheppard, 2009. "Seam Bias, Multiple-State, Multiple-Spell Duration Models and the Employment Dynamics of Disadvantaged Women," NBER Working Papers 15151, National Bureau of Economic Research, Inc.
    7. Brinch, Christian N., 2007. "Nonparametric Identification Of The Mixed Hazards Model With Time-Varying Covariates," Econometric Theory, Cambridge University Press, vol. 23(02), pages 349-354, April.

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