Abstract
The idea of competing risks provides a useful conceptual basis for multistate models in general, and microsimulation models as a special case. However, some methodological problems arise when the different risks are not independent. Besides causal relations, such dependencies may be caused by unobserved heterogeneity of the units. In this case, not all relevant explanatory variables are included in the model, which may cause stochastic dependencies between different partial processes. Approaches for dealing with this problem are discussed both in a continuous time and a discrete time framework.
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Galler, H.P. (1995). Competing Risks and Unobserved Heterogeneity, with Special Reference to Dynamic Microsimulation Models. In: van Imhoff, E., Kuijsten, A., Hooimeijer, P., van Wissen, L. (eds) Household Demography and Household Modeling. The Plenum Series on Demographic Methods and Population Analysis. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-5424-7_9
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DOI: https://doi.org/10.1007/978-1-4757-5424-7_9
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