Browse/search for people

Publication - Professor Gerard Van den Berg

    The identifiability of the mixed proportional hazards competing risks model

    Citation

    Abbring, JH & Van den Berg, GJ, 2003, ‘The identifiability of the mixed proportional hazards competing risks model’. Journal of the Royal Statistical Society: Series B, vol 65., pp. 701-710

    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.

    Full details in the University publications repository