The random-effects proportional hazards model with grouped survival data: a comparison between the grouped continuous and continuation ratio versions
AbstractWhen analysing grouped time survival data having a hierarchical structure it is often appropriate to assume a random-effects proportional hazards model for the latent continuous time and then to derive the corresponding grouped time model. There are two formally equivalent grouped time versions of the proportional hazards model obtained from different perspec-tives, known as the "continuation ratio" and the "grouped continuous" models. However, the two models require distinct estimation procedures and, more importantly, they differ substantially when extended to time-dependent covariates and/or non-proportional effects. The paper discusses these issues in the context of random-effects models, illustrating the main points with an application to a complex data set on job opportunities for a cohort of graduates. Copyright 2005 Royal Statistical Society.
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Bibliographic InfoArticle provided by Royal Statistical Society in its journal Journal of the Royal Statistical Society Series A.
Volume (Year): 168 (2005)
Issue (Month): 1 ()
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- Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J, 2009.
"Job durations with worker and firm specific effects: MCMC estimation with longitudinal employer-employee data,"
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- Guillaume Horny & Rute Mendes & Gerard J. van den Berg, 2012. "Job Durations With Worker- and Firm-Specific Effects: MCMC Estimation With Longitudinal Employer--Employee Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 468-480, March.
- Horny, Guillaume & Mendes, Rute & van den Berg, Gerard J., 2009. "Job Durations with Worker and Firm Specific Effects: MCMC Estimation with Longitudinal Employer-Employee Data," IZA Discussion Papers 3992, Institute for the Study of Labor (IZA).
- Ambrogi, Federico & Biganzoli, Elia & Boracchi, Patrizia, 2009. "Estimating crude cumulative incidences through multinomial logit regression on discrete cause-specific hazards," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2767-2779, May.
- Ohinata, Asako, 2008. "Fertility Response to Financial Incentives-Evidence from the Working Families Tax Credit in the UK," The Warwick Economics Research Paper Series (TWERPS) 851, University of Warwick, Department of Economics.
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