centre for microdata methods and practice

ESRC centre

cemmap is an ESRC research centre

ESRC

Keep in touch

Subscribe to cemmap news

Nonparametric identification of accelerated failure time competing risks models

Authors: Sokbae Lee and Arthur Lewbel
Date: 05 June 2010
Type: cemmap Working Paper, CWP14/10
DOI: 10.1920/wp.cem.2010.1410

Abstract

We provide new conditions for identification of accelerated failure time competing risks models. These include Roy models and some auction models. In our set up, unknown regression functions and the joint survivor function of latent disturbance terms are all nonparametric. We show that this model is identified given covariates that are independent of latent errors, provided that a certain rank condition is satisfied. We present a simple example in which our rank condition for identification is verified. Our identification strategy does not depend on identification at infinity or near zero, and it does not require exclusion assumptions. Given our identification, we show estimation can be accomplished using sieves.

Download full version
Now published:
Sokbae Lee and Arthur Lewbel October 2013, Nonparametric identification of accelerated failure time competing risks models, Journal Article, Cambridge University Press

Publications feeds

Subscribe to cemmap working papers via RSS

Search cemmap

Search by title, topic or name.

Contact cemmap

Centre for Microdata Methods and Practice

How to find us

Tel: +44 (0)20 7291 4800

E-mail us