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Semi-nonparametric estimation of regression-based survival models

Author

Listed:
  • Hiroaki Masuhara

    (Section of Health Economics, Department of Gerontological Policy, National Center for Geriatrics and Gerontology (NCGG))

Abstract

To estimate survival data with unobserved heterogeneity, this paper proposes the generalized lognormal survival analysis using Hermite polynomials and the Box-Cox transformation. The General Social Survey (GSS) in 2002 demonstrates good performance of the proposed model.

Suggested Citation

  • Hiroaki Masuhara, 2007. "Semi-nonparametric estimation of regression-based survival models," Economics Bulletin, AccessEcon, vol. 3(61), pages 1-12.
    • Handle: RePEc:ebl:ecbull:eb-07c20101
    as

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    File URL: http://www.accessecon.com/pubs/EB/2007/Volume3/EB-07C20101A.pdf
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    References listed on IDEAS

    as
    1. van der Klaauw, Bas & Koning, Ruud H, 2003. "Testing the Normality Assumption in the Sample Selection Model with an Application to Travel Demand," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 31-42, January.
    2. Mark B. Stewart, 2004. "Semi-nonparametric estimation of extended ordered probit models," Stata Journal, StataCorp LP, vol. 4(1), pages 27-39, March.
    3. Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-333, March.
    4. Rainer Winkelmann & Stefan Boes, 2006. "Analysis of Microdata," Springer Books, Springer, number 978-3-540-29607-2, October.
    5. Gabler, Siegfried & Laisney, Francois & Lechner, Michael, 1993. "Seminonparametric Estimation of Binary-Choice Models with an Application to Labor-Force Participation," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 61-80, January.
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    Cited by:

    1. Masuhara, Hiroaki, 2013. "Semiparametric duration analysis with an endogenous binary variable: An application to hospital stays," CIS Discussion paper series 597, Center for Intergenerational Studies, Institute of Economic Research, Hitotsubashi University.

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    JEL classification:

    • C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables

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