Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Sep, 2003, Volume 71, Issue 5

The Singularity of the Information Matrix of the Mixed Proportional Hazard Model

https://doi.org/10.1111/1468-0262.00460
p. 1579-1589

Geert Ridder, Tiemen M. Woutersen

This paper presents new identification conditions for the mixed proportional hazard model. In particular, the baseline hazard is assumed to be bounded away from 0 and ∞ near  = 0. These conditions ensure that the information matrix is nonsingular. The paper also presents an estimator for the mixed proportional hazard model that converges at rate .


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