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Identification of a competing risks model with unknown transformations of latent failure times

Lee, S.; (2005) Identification of a competing risks model with unknown transformations of latent failure times. (cemmap Working Papers CWP17/). Institute for Fiscal Studies: London, UK. Green open access

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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.

Type: Working / discussion paper
Title: Identification of a competing risks model with unknown transformations of latent failure times
Open access status: An open access version is available from UCL Discovery
Publisher version: http://www.cemmap.ac.uk/publications.php
Language: English
Additional information: Please see http://eprints.ucl.ac.uk/12658/ for a version published in Biometrika
Keywords: Competing risks model, identification, transformation model
UCL classification: UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of S&HS > Dept of Economics
URI: https://discovery.ucl.ac.uk/id/eprint/14684
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