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Un Modelo Lineal Generalizado Semiparametrico para Analisis de Duracion con Censura

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  • Orbe Lizundia, Jesús María

Abstract

[EN] Aitkin and Clayton (1980) proposed to analyze duration models using generalized linear models. In this work we extend that methodology allowing for some nonspecified covariable effect. The model we propose is a semiparametric generalized linear model, with a parametric component to specify the functional form of the effect of covariables on the duration variable, and a nonparametric component for the effect of some covariable without assuming any functional form. We develop the estimation process and we use a bootstrap procedure to do the inference. An empirical application to analyze the survival time for a sample of AIDS diagnosed patients is also included.

Suggested Citation

  • Orbe Lizundia, Jesús María, 2000. "Un Modelo Lineal Generalizado Semiparametrico para Analisis de Duracion con Censura," BILTOKI 1134-8984, Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística).
    • Handle: RePEc:ehu:biltok:5788
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    References listed on IDEAS

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    1. Murray Aitkin & David Clayton, 1980. "The Fitting of Exponential, Weibull and Extreme Value Distributions to Complex Censored Survival Data Using Glim," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(2), pages 156-163, June.
    2. Kiefer, Nicholas M, 1988. "Economic Duration Data and Hazard Functions," Journal of Economic Literature, American Economic Association, vol. 26(2), pages 646-679, June.
    3. John Whitehead, 1980. "Fitting Cox's Regression Model to Survival Data Using Glim," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(3), pages 268-275, November.
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