scholarly journals Smoothed Rank Regression for the Accelerated Failure Time Competing Risks Model with Missing Cause of Failure

2018 ◽  
Author(s):  
Alan Wan ◽  
Zhiping Qiu ◽  
Yong Zhou ◽  
Peter Gilbert
Keyword(s):  
Competing Risks ◽  
Failure Time ◽  
Accelerated Failure Time ◽  
Rank Regression ◽  
Competing Risks Model ◽  
Cause Of Failure ◽  
Accelerated Failure ◽  
Missing Cause Of Failure

scholarly journals NONPARAMETRIC IDENTIFICATION OF ACCELERATED FAILURE TIME COMPETING RISKS MODELS

2013 ◽  
Vol 29 (5) ◽  
pp. 905-919 ◽  
Author(s):  
Sokbae Lee ◽  
Arthur Lewbel
Keyword(s):  
Competing Risks ◽  
Failure Time ◽  
Nonparametric Identification ◽  
Accelerated Failure Time ◽  
Rank Condition ◽  
Survivor Function ◽  
Auction Models ◽  
Regression Functions ◽  
Accelerated Failure ◽  
Identification Strategy

We provide new conditions for identification of accelerated failure time competing risks models. These include Roy models and some auction models. In our setup, unknown regression functions and the joint survivor function of latent disturbance terms are all nonparametric. We show that this model is identified given covariates that are independent of latent errors, provided that a certain rank condition is satisfied. We present a simple example in which our rank condition for identification is verified. Our identification strategy does not depend on identification at infinity or near zero, and it does not require exclusion assumptions. Given our identification, we show estimation can be accomplished using sieves.

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