IDEAS home Printed from https://ideas.repec.org/p/hok/dpaper/231.html
   My bibliography  Save this paper

An Approximate Likelihood Procedure for Competing Risks Data

Author

Listed:
  • Suzukawa, Akio

Abstract

Parametric estimation of cause-specific hazard functions in a competing risks model is considered. An approximate likelihood procedure for estimating parameters of cause-specific hazard functions based on competing risks data subject to right censoring is proposed. In an assumed parametric model that may have been misspecified, an estimator of a parameter is said to be consistent if it converges in probability to the pseudo-true value of the parameter as the sample size becomes large. Under censorship, the ordinary maximum likelihood method does not necessarily give consistent estimators. The proposed approximate likelihood procedure is consistent even if the parametric model is misspecified. An asymptotic distribution of the approximate maximum likelihood estimator is obtained, and the efficiency of the estimator is discussed. Datasets from a simulation experiment, an electrical appliance test and a pneumatic tire test are used to illustrate the procedure.

Suggested Citation

  • Suzukawa, Akio, 2010. "An Approximate Likelihood Procedure for Competing Risks Data," Discussion paper series. A 231, Graduate School of Economics and Business Administration, Hokkaido University.
  • Handle: RePEc:hok:dpaper:231
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/2115/44284
    Download Restriction: no

    File URL: https://eprints.lib.hokudai.ac.jp/dspace/bitstream/2115/44284/5/DPA231_new.pdf
    Download Restriction: no

    References listed on IDEAS

    as
    1. Peralta, Susana & van Ypersele, Tanguy, 2006. "Coordination of capital taxation among asymmetric countries," Regional Science and Urban Economics, Elsevier, vol. 36(6), pages 708-726, November.
    2. Wilson, John Douglas, 1991. "Tax competition with interregional differences in factor endowments," Regional Science and Urban Economics, Elsevier, vol. 21(3), pages 423-451, November.
    3. Burbidge, John B. & James A. DePater & Gordon M. Meyers & Abhijit Sengupta, 1997. "A Coalition-Formation Approach to Equilibrium Federations and Trading Blocs," American Economic Review, American Economic Association, vol. 87(5), pages 940-956, December.
    4. Bucovetsky, S., 1991. "Asymmetric tax competition," Journal of Urban Economics, Elsevier, vol. 30(2), pages 167-181, September.
    5. Cardarelli, Roberto & Taugourdeau, Emmanuelle & Vidal, Jean-Pierre, 2002. " A Repeated Interactions Model of Tax Competition," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 4(1), pages 19-38.
    6. Itaya, Jun-ichi & Okamura, Makoto & Yamaguchi, Chikara, 2008. "Are regional asymmetries detrimental to tax coordination in a repeated game setting?," Journal of Public Economics, Elsevier, vol. 92(12), pages 2403-2411, December.
    7. Konrad, Kai A. & Schjelderup, Guttorm, 1999. "Fortress Building in Global Tax Competition," Journal of Urban Economics, Elsevier, vol. 46(1), pages 156-167, July.
    8. Catenaro, Marco & Vidal, Jean-Pierre, 2003. "Implicit tax co-ordination under repeated policy interactions," Working Paper Series 259, European Central Bank.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Aalen-Johansen estimator; cause-specific cumulative incidence function; Censored data; Kaplan-Meier estimator;

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hok:dpaper:231. 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: (Hokkaido University Library). General contact details of provider: http://edirc.repec.org/data/fehokjp.html .

    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.

    We have no references for this item. You can help adding them by using 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 RePEc Author Service 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.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.