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The identifiability of the mixed proportional hazards competing risks model
Author(s) -
Abbring Jaap H.,
Van Den Berg Gerard J.
Publication year - 2003
Publication title -
journal of the royal statistical society: series b (statistical methodology)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 6.523
H-Index - 137
eISSN - 1467-9868
pISSN - 1369-7412
DOI - 10.1111/1467-9868.00410
Subject(s) - identifiability , econometrics , identification (biology) , proportional hazards model , hazard , covariate , mixed model , statistics , mathematics , botany , chemistry , organic chemistry , biology
Summary. 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.