Semiparametric proportional hazards estimation of competing risks models with time-varying covariates

DOI10.1016/0304-4076(92)90028-PzbMath0742.62107OpenAlexW1975533605MaRDI QIDQ1186046

Glenn T. Sueyoshi

Publication date: 28 June 1992

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(92)90028-p

zbMATH Keywords

identificationasymptotic normalityMonte Carlo simulationsunobserved heterogeneitycompeting risksmisspecificationproportional hazards modelstemporal aggregationtime-varying covariatesbivariate risk estimatorsemiparametric duration estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)

Related Items (4)

Structural duration models ⋮ A Monte Carlo study of time aggregation in continuous-time and discrete-time parametric hazard models ⋮ Partially identifying competing risks models: an application to the war on cancer ⋮ Nonparametric estimation of competing risks models with covariates

Cites Work

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• A Conditional Probit Model for Qualitative Choice: Discrete Decisions Recognizing Interdependence and Heterogeneous Preferences
• The Analysis of Failure Times in the Presence of Competing Risks
• Specification Tests in Econometrics
• Regression Analysis of Grouped Survival Data with Application to Breast Cancer Data
• Econometric Methods for the Duration of Unemployment

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