Discussion Papers no. 600

Non-parametric identification of the mixed proportional hazards model with interval-censored durations

This note presents identication results for the mixed proportional hazards model when duration data are interval-censored. Earlier positive results on identication under intervalcensoring require both parametric specication on how covariates enter the hazard functions and assumptions of unbounded support for covariates. New results provided here show how one can dispense with both of these assumptions. The mixed proportional hazards model is non-parametrically identied with interval-censored duration data, provided covariates have support on an open set and the hazard function is a non-constant continuous function of covariates.

Om publikasjonen

Tittel

Non-parametric identification of the mixed proportional hazards model with interval-censored durations

Ansvarlig

Christian N. Brinch

Serie og -nummer

Discussion Papers no. 600

Utgiver

Statistics Norway

Emne

Discussion Papers

Antall sider

14

Målform

Engelsk

Om Discussion Papers

Discussion papers comprise research papers intended for international journals and books. A preprint of a Discussion Paper may be longer and more elaborate than a standard journal article as it may include intermediate calculations, background material etc.

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