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Generalized Weibull Distributions

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  • Mansi Sharma
  • Steven Stern

Abstract

We develop a new polynomial series generalization of the Weibull estimator using polynomials in log t in a Cox proportional hazards baseline hazard. We also show that we can allow the baseline hazard to depend on an observed explanatory variable. We provide two examples of how it can work: US life tables and first marriage and first birth in India. The India example shows the relationship between observed heterogeneity and duration dependence bias.

Suggested Citation

  • Mansi Sharma & Steven Stern, 2024. "Generalized Weibull Distributions," Department of Economics Working Papers 24-05, Stony Brook University, Department of Economics.
    • Handle: RePEc:nys:sunysb:24-05
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    File URL: https://www.stonybrook.edu/commcms/economics/research/papers/2024/Generalized%20Weibull.pdf
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    References listed on IDEAS

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