The Identifiability of the Competing Risks Model
研究了在竞争风险模型中引入回归变量对可识别性的影响，证明了在比例风险和加速失效时间模型下，回归变量可以克服Cox和Tsiatis的非识别定理。
This paper considers the consequences for identifiability of introducing regressors into the competing risks model of multistate duration analysis. We establish conditions under which access to regressors overturns the nonidentification theorem of Cox and Tsiatis for both proportional and accelerated failure time models.