We give a new proof of the identifiably of the MPH model. This proof is constructive: it is a recipe for constructing the triple—regression function, base‐line hazard, and distribution of the individual effect—from the observed cumulative distribution functions. We then prove that the triples do not depend continuously on the observed cumulative distribution functions. Uniformly consistent estimators do not exist. Finally we show that the MPH model is even identifiable from two‐sided censored observations. This proof is constructive, too.

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