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The Identifiability of the Mixed Proportional Hazards Model with Time-Varying Coefficients

Published online by Cambridge University Press:  11 February 2009

Brian P. McCall
Brian P. McCall
Affiliation:
University of Minnesota
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Abstract

This paper establishes conditions for the nonparametric identifiability of the mixed proportional hazards model with time-varying coefficients. 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.

Type
Research Article
Information
Econometric Theory , Volume 12 , Issue 4 , October 1996 , pp. 733 - 738
Copyright
Copyright © Cambridge University Press 1996

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