Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity
提出一种半参数方法，在未观测异质性存在时，不假定基准风险函数和异质性分布的具体形式，仅要求其满足光滑性条件，从而比现有参数方法更通用。
The proportional hazard model with unobserved heterogeneity gives the hazard function of a random variable conditional on covariates and a second random variable representing unobserved heterogeneity. This paper shows how to estimate the baseline hazard function and the distribution of the unobserved heterogeneity nonparametrically. The baseline hazard function and heterogeneity distribution are assumed to satisfy smoothness conditions but are not assumed to belong to known, finite-dimensional, parametric families. Existing estimators assume that the baseline hazard function or heterogeneity distribution belongs to a known parametric family. Thus, the estimators presented here are more general than existing ones.