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 .
MLA
Ridder, Geert, and Tiemen M. Woutersen. “The Singularity of the Information Matrix of the Mixed Proportional Hazard Model.” Econometrica, vol. 71, .no 5, Econometric Society, 2003, pp. 1579-1589, https://doi.org/10.1111/1468-0262.00460
Chicago
Ridder, Geert, and Tiemen M. Woutersen. “The Singularity of the Information Matrix of the Mixed Proportional Hazard Model.” Econometrica, 71, .no 5, (Econometric Society: 2003), 1579-1589. https://doi.org/10.1111/1468-0262.00460
APA
Ridder, G., & Woutersen, T. M. (2003). The Singularity of the Information Matrix of the Mixed Proportional Hazard Model. Econometrica, 71(5), 1579-1589. https://doi.org/10.1111/1468-0262.00460
We are deeply saddened by the passing of Kate Ho, the John L. Weinberg Professor of Economics and Business Policy at Princeton University and a Fellow of the Econometric Society. Kate was a brilliant IO economist and scholar whose impact on the profession will resonate for many years to come.
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