The Non-Parametric Identification of the Mixed Proportional Hazards Competing Risks Model
Berg, G.J. van den
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We prove identification of dependent competing risks models in whicheach 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 Honoré (1989) can be relaxed. We generalize the results for the case in which multiple spells are observed for each subject.