Bayesian Estimation of Cox Models with Non-nested Random Effects: an Application to the Ratification Of ILO Conventions by Developing Countries
AbstractWe use a multivariate hazard model to analyse the ratification of ILO conventions by developing countries. The model accounts for two random effects: one at the country level, the other at the convention level. After investigating identification, we use a semi-parametric Bayesian approach based on the partial likelihood. We find diverging results between Bayesian and frequentist estimates concerning the importance of the two unobserved heterogeneities
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Bibliographic InfoArticle provided by ENSAE in its journal Annals of Economics and Statistics.
Volume (Year): (2008)
Issue (Month): 89 ()
Other versions of this item:
- Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney., 2009. "Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries," Working papers 249, Banque de France.
- Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, François, 2005. "Bayesian estimation of Cox model with non-nested random effects: an application to the ratification of ILO conventions by developing countries," ZEW Discussion Papers 05-23, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- D78 - Microeconomics - - Analysis of Collective Decision-Making - - - Positive Analysis of Policy Formulation and Implementation
- J80 - Labor and Demographic Economics - - Labor Standards - - - General
- O - Economic Development, Technological Change, and Growth
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