The use of datasets which contain information on both workers and the firms they work for is growing rapidly, especially in fields such as applied econometrics and labour economics. Similar data structures may also arise in the analysis of data on patients and doctors, or students and schools....

In the presence of dependent competing risks in survival analysis, the Cox proportional hazards model can be utilised to examine covariate effects on the cause-specific hazard function for each type of failure. The method proposed by Lunn and McNeil (1995) requires data augmentation. With k...