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The Non-Parametric Identification of the Mixed Proportional Hazards Competing Risks Model

Author

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  • Jaap H. Abbring

    (Vrije Universiteit Amsterdam)

  • Gerard J. van den Berg

    (Vrije Universiteit Amsterdam)

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 Honoré(1989) can be relaxed. We generalize the results for the case in which multiple spells are observed for each subject.

Suggested Citation

  • Jaap H. Abbring & Gerard J. van den Berg, 2000. "The Non-Parametric Identification of the Mixed Proportional Hazards Competing Risks Model," Tinbergen Institute Discussion Papers 00-066/3, Tinbergen Institute.
    • Handle: RePEc:tin:wpaper:20000066
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    References listed on IDEAS

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    1. Van den Berg, G J & Lindeboom, M & Ridder, G, 1994. "Attrition in Longitudinal Panel Data and the Empirical Analysis of Dynamic Labour Market Behaviour," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 9(4), pages 421-435, Oct.-Dec..
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    3. Melino, Angelo & Sueyoshi, Glenn T., 1990. "A simple approach to the identifiability of the proportional hazards model," Economics Letters, Elsevier, vol. 33(1), pages 63-68, May.
    4. James J. Heckman & Christopher R. Taber, 1994. "Econometric Mixture Models and More General Models for Unobservables in Duration Analysis," NBER Technical Working Papers 0157, National Bureau of Economic Research, Inc.
    5. Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-956, July.
    6. Chris Elbers & Geert Ridder, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(3), pages 403-409.
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    Cited by:

    1. Abbring, Jaap H., 2003. "Dynamic Econometric Program Evaluation," IZA Discussion Papers 804, Institute of Labor Economics (IZA).
    2. Carvalho, José R. & Bierens, Herman J., 2007. "Conditional Treatment and Its Effect on Recidivism," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 27(1), May.
    3. Emmanuel Dechenaux & Brent Goldfarb & Scott Shane & Marie Thursby, 2008. "Appropriability and Commercialization: Evidence from MIT Inventions," Management Science, INFORMS, vol. 54(5), pages 893-906, May.
    4. Tara Shankar Shaw, 2011. "Transitions from Cohabitation," Review of Market Integration, India Development Foundation, vol. 3(2), pages 121-159, August.

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