比例风险模型的可识别性

The Identifiability of the Proportional Hazard Model

Review of Economic Studies · 1984
被引 261
人大 A+FT50ABS 4*

中文导读

给出了存在未观测个体异质性时Cox比例风险模型的新可识别条件,并与Elbers和Ridder的条件比较,还给出了无协变量时参数风险模型的可识别条件。

Abstract

This paper presents new identifiability conditions for the Cox proportional hazard model for duration data when unobserved person specific variables are present. We compare our conditions with those presented by Elbers and Ridder. We also present identifiability conditions for a rich class of parametric hazard models without regressor variables.

比例风险模型可识别性未观测异质性参数风险模型