Working Paper

Identification of a competing risks model with unknown transformations of latent failure times

Authors

Sokbae (Simon) Lee

Published Date

30 November 2005

Type

Working Paper (CWP17/05)

This paper is concerned with identification of a competing risks model with unknown transformations of latent failure times. The model in this paper includes, as specialcases, competing risks versions of proportional hazards, mixed proportional hazards,and accelerated failure time models. It is shown that covariate effects on latent failuretimes, cause-specific link functions, and the joint survivor function of the disturbanceterms can be identified without relying on modelling the dependence between latentfailure times parametrically nor using an exclusion restriction among covariates. As aresult, the paper provides an identification result on the joint survivor function of thelatent failure times conditional on covariates.