The Identifiability of the Mixed Proportional Hazards Model with Time-Varying Coefficients
研究了时变系数混合比例风险模型的非参数可识别条件，发现两个不同取值的回归变量不足以识别该模型，而无界回归变量则足够。
This paper establishes conditions for the nonparametric identifiability of the mixed proportional hazards model with time-varying coefficients. Unlike the mixed proportional hazards model, a regressor with two distinct values is not sufficient to identify this model. An unbounded regressor, however, is sufficient for identification.