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NONPARAMETRIC IDENTIFICATION OF THE MIXED HAZARDS MODEL WITH TIME-VARYING COVARIATES

Published online by Cambridge University Press:  30 January 2007

Christian N. Brinch
Christian N. Brinch
Affiliation:
University of Oslo
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Abstract

Most nonparametric identification results for the mixed proportional hazards model for single spell duration data depend crucially on the proportional hazards assumption. Here, it is shown that variation in covariates over time, combined with variation across observations, is sufficient to ensure identification without the proportional hazards assumption. The required variation over time is minimal, and the mixed hazards model is identified without the proportional hazards assumption in the presence of standard time-varying covariates.Thanks to Kåre Bævre, Zhiyang Jia, Tore Schweder, Rolf Aaberge, and John K. Dagsvik for useful comments.

Type
MISCELLANEA
Information
Econometric Theory , Volume 23 , Issue 2 , April 2007 , pp. 349 - 354
Copyright
© 2007 Cambridge University Press

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