THE IDENTIFIABILITY OF THE MIXED PROPORTIONAL HAZARDS MODEL WITH TIME-VARYING COEFFICIENTS

Authors
MCCALL BP
Citation
Bp. Mccall, THE IDENTIFIABILITY OF THE MIXED PROPORTIONAL HAZARDS MODEL WITH TIME-VARYING COEFFICIENTS, Econometric theory, 12(4), 1996, pp. 733-738
Citations number
19
Categorie Soggetti
Economics,"Social Sciences, Mathematical Methods
Journal title
Econometric theory → ACNP
ISSN journal
02664666
Volume
12
Issue
4
Year of publication
1996
Pages
733 - 738
Database
ISI
SICI code
0266-4666(1996)12:4<733:TIOTMP>2.0.ZU;2-Q
Abstract
This paper establishes conditions for the nonparametric identifiabilit y of the mixed proportional hazards model with time-varying coefficien ts. Unlike the mixed proportional hazards model, a regressor with two distinct values is not sufficient to identify this model. An unbounded regressor, however, is sufficient for identification.