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Biometrika 2006 93(4):996-1002; doi:10.1093/biomet/93.4.996
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© 2006 Biometrika Trust

Miscellanea

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

Sokbae Lee

Department of Economics, University College London, London WC1E 6BT, U.K. l.sokbae{at}ucl.ac.uk


  Abstract

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

Key Words: Competing risks model; Identification; Transformation model.

Received July 2005. Revised March 2006.


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