IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v78y2008i15p2371-2377.html
   My bibliography  Save this article

Bivariate positive stable frailty models

Author

Listed:
  • Mallick, Madhuja
  • Ravishanker, Nalini
  • Kannan, Nandini

Abstract

This article describes inference for dependent multivariate times-to-events using a bivariate positive stable frailty model with a Weibull baseline hazard. Suitable Markov chain Monte Carlo algorithms facilitate Bayesian inference. The method is illustrated using a study conducted by the Air Force Research Laboratory on times to symptoms of decompression sickness in human subjects.

Suggested Citation

  • Mallick, Madhuja & Ravishanker, Nalini & Kannan, Nandini, 2008. "Bivariate positive stable frailty models," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2371-2377, October.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:15:p:2371-2377
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(08)00136-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Abdul-Hamid, Husein & Nolan, John P., 1998. "Multivariate Stable Densities as Functions of One Dimensional Projections," Journal of Multivariate Analysis, Elsevier, vol. 67(1), pages 80-89, October.
    2. Zuqiang Qiou & Nalini Ravishanker & Dipak K. Dey, 1999. "Multivariate Survival Analysis with Positive Stable Frailties," Biometrics, The International Biometric Society, vol. 55(2), pages 637-644, June.
    3. Chris Elbers & Geert Ridder, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(3), pages 403-409.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Madhuja Mallick & Nalini Ravishanker, 2006. "Additive Positive Stable Frailty Models," Methodology and Computing in Applied Probability, Springer, vol. 8(4), pages 541-558, December.
    2. Abbring, Jaap H. & van den Berg, Gerard J., 2003. "A Simple Procedure for the Evaluation of Treatment Effects on Duration Variables," IZA Discussion Papers 810, Institute of Labor Economics (IZA).
    3. Eric Gautier & Erwann Le Pennec, 2011. "Adaptive Estimation in the Nonparametric Random Coefficients Binary Choice Model by Needlet Thresholding," Working Papers 2011-20, Center for Research in Economics and Statistics.
    4. Brian Clark & Clément Joubert & Arnaud Maurel, 2017. "The career prospects of overeducated Americans," IZA Journal of Labor Economics, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 6(1), pages 1-29, December.
    5. Pieter Serneels, 2004. "The Nature of Unemployment in Urban Ethiopia," CSAE Working Paper Series 2004-01, Centre for the Study of African Economies, University of Oxford.
    6. Jaap H. Abbring & Gerard J. van den Berg, 2000. "The Non-Parametric Identification of the Mixed Proportional Hazards Competing Risks Model," Tinbergen Institute Discussion Papers 00-066/3, Tinbergen Institute.
    7. Bijwaard, Govert E. & van Kippersluis, Hans & Veenman, Justus, 2015. "Education and health: The role of cognitive ability," Journal of Health Economics, Elsevier, vol. 42(C), pages 29-43.
    8. Eil, David & Lien, Jaimie W., 2014. "Staying ahead and getting even: Risk attitudes of experienced poker players," Games and Economic Behavior, Elsevier, vol. 87(C), pages 50-69.
    9. Giovanni Compiani & Yuichi Kitamura, 2016. "Using mixtures in econometric models: a brief review and some new results," Econometrics Journal, Royal Economic Society, vol. 19(3), pages 95-127, October.
    10. James J. Heckman & Christopher R. Taber, 1994. "Econometric Mixture Models and More General Models for Unobservables in Duration Analysis," NBER Technical Working Papers 0157, National Bureau of Economic Research, Inc.
    11. David MARGOLIS, 2008. "Unemployment Insurance Versus Individual Unemployment Accounts and Transitions to Formal Versus Informal Sector Jobs," Working Papers 2008-35, Center for Research in Economics and Statistics.
    12. Nalini Ravishanker & Dipak K. Dey, 2000. "Multivariate Survival Models with a Mixture of Positive Stable Frailties," Methodology and Computing in Applied Probability, Springer, vol. 2(3), pages 293-308, September.
    13. Abbring, Jaap H. & van den Berg, Gerard J. & van Ours, Jan C., 2002. "The anatomy of unemployment dynamics," European Economic Review, Elsevier, vol. 46(10), pages 1785-1824, December.
    14. John Nolan, 2013. "Multivariate elliptically contoured stable distributions: theory and estimation," Computational Statistics, Springer, vol. 28(5), pages 2067-2089, October.
    15. Robert Shimer & Katarina Borovickova & Fernando Alvarez, 2015. "The Proportional Hazard Model: Estimation and Testing using Price Change and Labor Market Data," 2015 Meeting Papers 1364, Society for Economic Dynamics.
    16. Berg, G.J. & Ours, J.C., 1994. "Eyeball tests for state dependence and unobserved heterogeneity in aggregate unemployment duration data," Serie Research Memoranda 0009, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    17. Govert Bijwaard, 2014. "Multistate event history analysis with frailty," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 30(58), pages 1591-1620.
    18. Bijwaard, Govert, 2021. "Educational Differences in Mortality and Hospitalisation for Cardiovascular Diseases for Males," IZA Discussion Papers 14507, Institute of Labor Economics (IZA).
    19. José Ignacio García Pérez, 2003. "Non-stationary Job Search When Jobs Do Not Last Forever: A Structural Estimation to Evaluate Alternative Unemployment Insurance Systems," Economic Working Papers at Centro de Estudios Andaluces E2003/49, Centro de Estudios Andaluces.
    20. Eric Gautier & Yuichi Kitamura, 2013. "Nonparametric Estimation in Random Coefficients Binary Choice Models," Econometrica, Econometric Society, vol. 81(2), pages 581-607, March.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:78:y:2008:i:15:p:2371-2377. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.