Arbeitspapier
Identification of a competing risks model with unknown transformations of latent failure times
This paper is concerned with identification of a competing risks model with unknown transformations of latent failure times. The model in this paper includes, as special cases, competing risks versions of proportional hazards, mixed proportional hazards, and accelerated failure time models. It is shown that covariate effects on latent failure times, cause-specific link functions, and the joint survivor function of the disturbance terms can be identified without relying on modelling the dependence between latent failure times parametrically nor using an exclusion restriction among covariates. As a result, the paper provides an identification result on the joint survivor function of the latent failure times conditional on covariates.
- Language
-
Englisch
- Bibliographic citation
-
Series: cemmap working paper ; No. CWP17/05
- Classification
-
Wirtschaft
- Subject
-
Competing risks model , Identification , Transformation model
- Event
-
Geistige Schöpfung
- (who)
-
Lee, Sokbae
- Event
-
Veröffentlichung
- (who)
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Centre for Microdata Methods and Practice (cemmap)
- (where)
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London
- (when)
-
2005
- DOI
-
doi:10.1920/wp.cem.2005.1705
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Lee, Sokbae
- Centre for Microdata Methods and Practice (cemmap)
Time of origin
- 2005
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