The Non-Parametric Identification of the Mixed Proportional Hazards Competing Risks Model

J.H. Abbring, G.J. van den Berg

Research output: Working paper / PreprintWorking paperProfessional

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Abstract

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.
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut
Publication statusPublished - 2000

Publication series

NameDiscussion paper TI
No.00-066/3

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