Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/79403
Authors: 
Lee, Sokbae
Year of Publication: 
2005
Series/Report no.: 
cemmap working paper, Centre for Microdata Methods and Practice CWP17/05
Abstract: 
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.
Subjects: 
Competing risks model , Identification , Transformation model
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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