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On The Estimation Of The Proportional Hazards Model In The Presence Of Unobserved Heterogeneity

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  • Ridder, Geert
  • Verbakel, Wim

Abstract

In this paper we discuss the consequences of omitted covariates for the estimates of the regression coefficients and the base-line hazard of the proportional hazards model. We find that the regression coefficients are underestimated and that the estimated base-line hazard is less increasing or more decreasing than the true base-line hazard.

Suggested Citation

  • 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.
    • Handle: RePEc:ags:amstas:293073
    DOI: 10.22004/ag.econ.293073
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    Cited by:

    1. Ridder, Geert & Tunali, Insan, 1999. "Stratified partial likelihood estimation," Journal of Econometrics, Elsevier, vol. 92(2), pages 193-232, October.
    2. John C. Ham & Robert J. LaLonde, 1991. "Estimating the Effect of Training on Employment and Unemployment Durations: Evidence From Experimental Data," NBER Working Papers 3912, National Bureau of Economic Research, Inc.
    3. 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.
    4. Eberwein, Curtis & Ham, John C. & LaLonde, Robert J., 2002. "Alternative methods of estimating program effects in event history models," Labour Economics, Elsevier, vol. 9(2), pages 249-278, April.
    5. James R. Brown, 2005. "Venture Capital and Firm Performance Over the Long-Run: Evidence from High-Tech IPOs in the United States," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 10(3), pages 1-33, Fall.

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    Keywords

    Research Methods/ Statistical Methods;

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