Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/192582 
Year of Publication: 
2009
Series/Report no.: 
Discussion Papers No. 600
Publisher: 
Statistics Norway, Research Department, Oslo
Abstract: 
This note presents identication results for the mixed proportional hazards model when duration data are interval-censored. Earlier positive results on identication under intervalcensoring require both parametric specication on how covariates enter the hazard functions and assumptions of unbounded support for covariates. New results provided here show how one can dispense with both of these assumptions. The mixed proportional hazards model is non-parametrically identied with interval-censored duration data, provided covariates have support on an open set and the hazard function is a non-constant continuous function of covariates.
Subjects: 
duration analysis
interval-censoring
non-parametric identication
JEL: 
C41
Document Type: 
Working Paper

Files in This Item:
File
Size
161.64 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.