The Identifiability of the Proportional Hazard Model
Copyright policy )The Identifiability of the Proportional Hazard Model
Summary: This paper presents new identifiability conditions for the Cox proportional hazard model [see \textit{D. R. Cox}, J. R. Stat. Soc., Ser. B 34, 187-220 (1972; Zbl 0243.62041)] for duration data when unobserved person specific variables are present. We compare our conditions with those presented by \textit{C. Elbers} and \textit{G. Ridder} [Rev. Econ. Stud. 43, 403-409 (1982; Zbl 0512.62113)]. We also present identifiability conditions for a rich class of parametric hazard models without regressor variables.
- King’s University United States
- Columbia University, USA United States
- University of Chicago United States
- THE UNIVERSITY OF CHICAGO United States
Cox proportional hazard model, parametric hazard models, Statistical methods; economic indices and measures, identifiability conditions, Applications of statistics to economics
Cox proportional hazard model, parametric hazard models, Statistical methods; economic indices and measures, identifiability conditions, Applications of statistics to economics
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