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Competing risks models in discrete time with nominal or ordinal categories of response

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Abstract

Two principle approaches to the modelling of competing risks in discrete time are considered. In the first approach which is based on the separation between failure and cause specific response only the causes of failure are considered as ordered. The second approach which is based on the conditional response given interval [a t-1,ar) is reached allows for an ordering of causes of failureand the category ‘no failure’. The latter approach is shown to be more general. It is shown that the considered competing risks models may be estimated within the framework of generalized linear models. A data set concerning duration of unemployment illustrates the approaches.

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Tutz, G. Competing risks models in discrete time with nominal or ordinal categories of response. Qual Quant 29, 405–420 (1995). https://doi.org/10.1007/BF01106065

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Keywords

  • Linear Model
  • Generalize Linear Model
  • Discrete Time
  • Risk Model
  • Conditional Response