IDEAS home Printed from https://ideas.repec.org/a/eee/econom/v92y1999i2p193-232.html
   My bibliography  Save this article

Stratified partial likelihood estimation

Author

Listed:
  • Ridder, Geert
  • Tunali, Insan

Abstract

When multiple durations are generated by a single unit, they may be related in a way that is not fully captured by the regressors. The omitted unit-specific variables might vary over the durations. They might also be correlated with the variables in the regression compenent. We propose an estimator that responds to these concerns and develop a specification test for detecting unobserved unit-specific effects.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Ridder, Geert & Tunali, Insan, 1999. "Stratified partial likelihood estimation," Journal of Econometrics, Elsevier, vol. 92(2), pages 193-232, October.
  • Handle: RePEc:eee:econom:v:92:y:1999:i:2:p:193-232
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0304-4076(98)00090-6
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.

    Other versions of this item:

    References listed on IDEAS

    as
    1. Olsen, Randall J & Wolpin, Kenneth I, 1983. "The Impact of Exogenous Child Mortality on Fertility: A Waiting Time Regression with Dynamic Regressors," Econometrica, Econometric Society, vol. 51(3), pages 731-749, May.
    2. Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
    3. Kiefer, Nicholas M, 1988. "Economic Duration Data and Hazard Functions," Journal of Economic Literature, American Economic Association, vol. 26(2), pages 646-679, June.
    4. Ridder, Geert & Verbakel, Wim, 1984. "On The Estimation Of The Proportional Hazards Model In The Presence Of Unobserved Heterogeneity," University of Amsterdam, Actuarial Science and Econometrics Archive 293073, University of Amsterdam, Faculty of Economics and Business.
    5. Hausman, Jerry, 2015. "Specification tests in econometrics," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 38(2), pages 112-134.
    6. Ben-Porath, Yoram, 1976. "Fertility Response to Child Mortality: Micro Data from Israel," Journal of Political Economy, University of Chicago Press, vol. 84(4), pages 163-178, August.
    7. Mark R. Rosenzweig & Kenneth I. Wolpin, 1988. "Heterogeneity, Intrafamily Distribution, and Child Health," Journal of Human Resources, University of Wisconsin Press, vol. 23(4), pages 437-461.
    8. Wolpin, Kenneth I, 1984. "An Estimable Dynamic Stochastic Model of Fertility and Child Mortality," Journal of Political Economy, University of Chicago Press, vol. 92(5), pages 852-874, October.
    9. Tunali, Insan & Pritchett, Jonathan B, 1997. "Cox Regression with Alternative Concepts of Waiting Time: The New Orleans Yellow Fever Epidemic of 1853," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(1), pages 1-25, Jan.-Feb..
    10. J. Fitzgerald, "undated". "A hazard model for welfare durations with unobserved location-specific effects," Institute for Research on Poverty Discussion Papers 1046-94, University of Wisconsin Institute for Research on Poverty.
    11. George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, University Library of Munich, Germany, revised 07 Mar 1996.
    12. Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-956, July.
    13. James Vaupel & Kenneth Manton & Eric Stallard, 1979. "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography, Springer;Population Association of America (PAA), vol. 16(3), pages 439-454, August.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, University Library of Munich, Germany, revised 07 Mar 1996.
    2. Van den Berg, Gerard J., 2001. "Duration models: specification, identification and multiple durations," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460, Elsevier.
    3. Mingliang Li, 2006. "High school completion and future youth unemployment: new evidence from High School and Beyond," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 23-53.
    4. Jaap H. Abbring & Tim Salimans, 2019. "The Likelihood of Mixed Hitting Times," Papers 1905.03463, arXiv.org, revised Apr 2021.
    5. Abbring, Jaap H. & Salimans, Tim, 2021. "The likelihood of mixed hitting times," Journal of Econometrics, Elsevier, vol. 223(2), pages 361-375.
    6. Bijwaard, Govert, 2011. "Unobserved Heterogeneity in Multiple-Spell Multiple-States Duration Models," IZA Discussion Papers 5748, Institute of Labor Economics (IZA).
    7. Hausman, Jerry A. & Woutersen, Tiemen, 2014. "Estimating a semi-parametric duration model without specifying heterogeneity," Journal of Econometrics, Elsevier, vol. 178(P1), pages 114-131.
    8. Carrillo, Paul E. & Williams, Benjamin, 2019. "The repeat time-on-the-market index," Journal of Urban Economics, Elsevier, vol. 112(C), pages 33-49.
    9. Hess, Wolfgang & Persson, Maria, 2010. "The Duration of Trade Revisited. Continuous-Time vs. Discrete-Time Hazards," Working Papers 2010:1, Lund University, Department of Economics.
    10. Gómez-Déniz, E. & Pérez-Rodríguez, J.V., 2019. "Modelling bimodality of length of tourist stay," Annals of Tourism Research, Elsevier, vol. 75(C), pages 131-151.
    11. Sonia Bhalotra & Arthur van Soest, 2004. "Birth Spacing and Neonatal Mortality in India: Dynamics, Frailty and Fecundity," Bristol Economics Discussion Papers 04/567, School of Economics, University of Bristol, UK.
    12. S Reader, 1993. "Unobserved Heterogeneity in Dynamic Discrete Choice Models," Environment and Planning A, , vol. 25(4), pages 495-519, April.
    13. Mingliang Li, 2006. "High school completion and future youth unemployment: new evidence from High School and Beyond," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 21(1), pages 23-53, January.
    14. Røed, Knut & Jensen, Peter & Thoursie, Anna, 2002. "Unemployment Duration, Incentives and Institutions - A Micro-Econometric Analysis Based on Scandinavian Data," Working Paper Series 3/2002, Stockholm University, Swedish Institute for Social Research.
    15. Appleton, Simon & Knight, John & Song, Lina & Xia, Qingjie, 2002. "Labor retrenchment in China: Determinants and consequences," China Economic Review, Elsevier, vol. 13(2-3), pages 252-275.
    16. Peter Kuhn & Mikal Skuterud, 2004. "Internet Job Search and Unemployment Durations," American Economic Review, American Economic Association, vol. 94(1), pages 218-232, March.
    17. Bhalotra, Sonia & Soest, Arthur van, 2008. "Birth-spacing, fertility and neonatal mortality in India: Dynamics, frailty, and fecundity," Journal of Econometrics, Elsevier, vol. 143(2), pages 274-290, April.
    18. Dragana Djurdjevic, 2005. "Unemployment and Under-Employment: The Case of Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 141(I), pages 23-70, March.
    19. Zhang, Tao, 2003. "A Monte Carlo study on non-parametric estimation of duration models with unobserved heterogeneity," Memorandum 25/2003, Oslo University, Department of Economics.
    20. Fernandez, Viviana P., 2001. "Observable and unobservable determinants of replacement of home appliances," Energy Economics, Elsevier, vol. 23(3), pages 305-323, May.

    More about this item

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
    • J13 - Labor and Demographic Economics - - Demographic Economics - - - Fertility; Family Planning; Child Care; Children; Youth

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:92:y:1999:i:2:p:193-232. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.