The econometrics journal, 2011-07, Vol.14 (2), p.343-350
2011
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- Autor(en) / Beteiligte
- Titel
- Non-parametric identification of the mixed proportional hazards model with interval-censored durations
- Ist Teil von
- The econometrics journal, 2011-07, Vol.14 (2), p.343-350
- Ort / Verlag
- Oxford, UK: Blackwell Publishing Ltd
- Erscheinungsjahr
- 2011
- Quelle
- Business Source Ultimate【Trial: -2024/12/31】【Remote access available】
- Beschreibungen/Notizen
- This note presents identification results for the mixed proportional hazards model when duration data are interval-censored. Earlier positive results on identification under interval-censoring require both parametric specification on how covariates enter the hazard functions and assumptions of unbounded support for covariates. New results provided here show how one can dispense with both of these assumptions. The mixed proportional hazards model is non-parametrically identified with interval-censored duration data, provided covariates have support on an open set and the hazard function is a non-constant continuous function of covariates.
- Sprache
- Englisch
- Identifikatoren
- ISSN: 1368-4221eISSN: 1368-423XDOI: 10.1111/j.1368-423X.2011.00347.xTitel-ID: cdi_proquest_miscellaneous_1022117506
- Format
- –
- Schlagworte
- Covariance, Data analysis, Duration analysis, Econometric models, Econometrics, Economic models, Economic theory, Identifiability, Identification, Interval-censored duration data, Interval-censoring, Linear transformations, Mathematical functions, Mixed proportional hazards model, Model testing, Modeling, Musical intervals, Non-parametric identification, Nonparametric models, Parametric models, Random variables, Studies, Variance