The non-parametric identification of the mixed proportional hazards competing risks model

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  • 1 January 2000
    • preprint
      • Published in RePEc
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 non-parametric identification given by Heckman and Honor6 (1989) can be relaxed. We generalize the results for the case in which multiple spells are observed for each subject.

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