The Singularity of the Information Matrix of the Mixed Proportional Hazard Model
混合比例风险模型信息矩阵的奇异性
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 t = 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 N −1/2.