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cemmap Working Papers
November 2005 CWP17/05
Article
Identification of a competing risks model with unknown transformations of latent failure times
Type: cemmap Working Papers
ISSN: 1753-9196
Volume, issue, pages: 12 pp.
Keywords: Competing risks model; Identification; Transformation model
Now published in: Biometrika [Details]

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 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 on the joint survivor function of the latent failure times conditional on covariates.

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