
handle: 10419/64732
We provide new conditions for identification of accelerated failure time competing risks models. These include Roy models and some auction models. In our setup, unknown regression functions and the joint survivor function of latent disturbance terms are all nonparametric. We show that this model is identified given covariates that are independent of latent errors, provided that a certain rank condition is satisfied. We present a simple example in which our rank condition for identification is verified. Our identification strategy does not depend on identification at infinity or near zero, and it does not require exclusion assumptions. Given our identification, we show estimation can be accomplished using sieves.
Nichtparametrisches Verfahren, ddc:330, Modellierung, Estimation in survival analysis and censored data, identifiability, accelerated failure time models, Risiko, Fehlzeit, accelerated failure time models; competing risks; identifiability., Nonparametric estimation, competing risks
Nichtparametrisches Verfahren, ddc:330, Modellierung, Estimation in survival analysis and censored data, identifiability, accelerated failure time models, Risiko, Fehlzeit, accelerated failure time models; competing risks; identifiability., Nonparametric estimation, competing risks
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