The identifiability of the mixed proportional hazards competing risks model

Jaap H. Abbring; Gerard J. Van den Berg

doi:10.1111/1467-9868.00410

The identifiability of the mixed proportional hazards competing risks model

Jaap H. Abbring^*, Gerard J. Van den Berg

^*Corresponding author for this work

School of Economics

Research output: Contribution to journal › Article (Academic Journal) › peer-review

110 Citations (Scopus)

Abstract

We prove identification of dependent competing risks models in which each 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 identification given by Heckman and Honoré can be relaxed. We extend the results to the case in which multiple spells are observed for each subject.

Original language	English
Pages (from-to)	701-710
Number of pages	10
Journal	Journal of the Royal Statistical Society: Series B
Volume	65
Issue number	3
DOIs	https://doi.org/10.1111/1467-9868.00410
Publication status	Published - 2003

Keywords

Competing risks
Duration model
Frailty
Identification
Mixed proportional hazard
Multiple spells

Access to Document

10.1111/1467-9868.00410

Handle.net

Persistent link

Cite this

@article{60a8eb81aa73418f879fd855181f0f2a,

title = "The identifiability of the mixed proportional hazards competing risks model",

abstract = "We prove identification of dependent competing risks models in which each 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 identification given by Heckman and Honor{\'e} can be relaxed. We extend the results to the case in which multiple spells are observed for each subject.",

keywords = "Competing risks, Duration model, Frailty, Identification, Mixed proportional hazard, Multiple spells",

author = "Abbring, {Jaap H.} and {Van den Berg}, {Gerard J.}",

year = "2003",

doi = "10.1111/1467-9868.00410",

language = "English",

volume = "65",

pages = "701--710",

journal = "Journal of the Royal Statistical Society: Series B",

issn = "1369-7412",

publisher = "Wiley-Blackwell",

number = "3",

}

TY - JOUR

T1 - The identifiability of the mixed proportional hazards competing risks model

AU - Abbring, Jaap H.

AU - Van den Berg, Gerard J.

PY - 2003

Y1 - 2003

N2 - We prove identification of dependent competing risks models in which each 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 identification given by Heckman and Honoré can be relaxed. We extend the results to the case in which multiple spells are observed for each subject.

AB - We prove identification of dependent competing risks models in which each 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 identification given by Heckman and Honoré can be relaxed. We extend the results to the case in which multiple spells are observed for each subject.

KW - Competing risks

KW - Duration model

KW - Frailty

KW - Identification

KW - Mixed proportional hazard

KW - Multiple spells

UR - http://www.scopus.com/inward/record.url?scp=0042672846&partnerID=8YFLogxK

U2 - 10.1111/1467-9868.00410

DO - 10.1111/1467-9868.00410

M3 - Article (Academic Journal)

AN - SCOPUS:0042672846

SN - 1369-7412

VL - 65

SP - 701

EP - 710

JO - Journal of the Royal Statistical Society: Series B

JF - Journal of the Royal Statistical Society: Series B

IS - 3

ER -

The identifiability of the mixed proportional hazards competing risks model

Abstract

Keywords

Access to Document

Handle.net

Other files and links

Fingerprint

Cite this