Semiparametric Competing Risks Analysis  

Oleh:

Canals-Cerda, Jose ; Gurmu, Shiferaw

Jenis: Article from Journal - ilmiah internasional
Dalam koleksi: The Econometrics Journal vol. 10 no. 2 (2007), page 193-215.
Topik: risk analysis; competing risks; unobserved heterogeneity; series approximation; survival analysis
Fulltext: 193.pdf (189.94KB)

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: EE39.3 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

In this paper we analyse a semi - parametric estimation technique for competing risks models based on series expansion of the joint density of the unobserved heterogeneity components. This technique allows for unrestricted correlation among the risks. The finite sample behavior of the estimation technique is analysed in a Monte Carlo experiment using an empirically relevant data - generating process. The estimator performs well when compared with the Heckman – Singer estimator.

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