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Semiparametric Estimation of a Proportional Hazard Model With Unobserved Heterogeneity

Author

Listed:
  • Horowitz, J.

    (University of Iowa)

Abstract

The proportional hazard model with unobserved heterogeneity gives the hazard function of a random variable conditional on covariates and a second random variable representing unobserved heterogeneity. This paper shows how to estimate the baseline hazard function and the distribution of the unobserved heterogeneity nonparametrically.

Suggested Citation

  • Horowitz, J., 1997. "Semiparametric Estimation of a Proportional Hazard Model With Unobserved Heterogeneity," Working Papers 97-06, University of Iowa, Department of Economics.
    • Handle: RePEc:uia:iowaec:97-06
    as

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    More about this item

    Keywords

    STATISTICS ; EVALUATION;

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General

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