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Estimating Fully Parametric Hazard Rate Models with Time-Dependent Covariates

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  • TROND PETERSEN

    (Harvard University)

Abstract

This article shows (a) how a widely available algorithm for nonlinear least squares estimation can be accommodated in order to estimate fully parametric hazard rate models by the method of maximum likelihood; (b) how the algorithm allows for a flexible treatment of time-dependent covariates in fully parametric models. An empirical analysis of the duration of jobs illustrates the use of the algorithm. The data are taken from The Norwegian Life History Study for Men. The Appendices discuss and list the algorithm used.

Suggested Citation

  • Trond Petersen, 1986. "Estimating Fully Parametric Hazard Rate Models with Time-Dependent Covariates," Sociological Methods & Research, , vol. 14(3), pages 219-246, February.
    • Handle: RePEc:sae:somere:v:14:y:1986:i:3:p:219-246
    DOI: 10.1177/0049124186014003001
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    References listed on IDEAS

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    1. Waldman, Donald M., 1985. "Computation in duration models with heterogeneity," Journal of Econometrics, Elsevier, vol. 28(1), pages 127-134, April.
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    4. Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
    5. Ernst R. Berndt & Bronwyn H. Hall & Robert E. Hall & Jerry A. Hausman, 1974. "Estimation and Inference in Nonlinear Structural Models," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 653-665, National Bureau of Economic Research, Inc.
    6. Christopher J. Flinn & James J. Heckman, 1982. "Models for the Analysis of Labor Force Dynamics," NBER Working Papers 0857, National Bureau of Economic Research, Inc.
    7. Heckman, James J. & Singer, Burton, 1984. "Econometric duration analysis," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 63-132.
    8. Steve Bennett, 1983. "Log‐Logistic Regression Models for Survival Data," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 32(2), pages 165-171, June.
    9. Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-956, July.
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    Cited by:

    1. Michael Hannan, 1989. "Macrosociological applications of event history analysis: state transitions and event recurrences," Quality & Quantity: International Journal of Methodology, Springer, vol. 23(3), pages 351-383, September.
    2. Gerard J. Tellis & Stefan Stremersch & Eden Yin, 2003. "The International Takeoff of New Products: The Role of Economics, Culture, and Country Innovativeness," Marketing Science, INFORMS, vol. 22(2), pages 188-208, October.
    3. James E. Prieger, 2002. "Regulation, Innovation, and the Introduction of New Telecommunications Services," The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 704-715, November.
    4. Nadeau, Louis W., 1997. "EPA Effectiveness at Reducing the Duration of Plant-Level Noncompliance," Journal of Environmental Economics and Management, Elsevier, vol. 34(1), pages 54-78, September.
    5. James E. Prieger, 2002. "Regulation, Innovation, and the Introduction of New Telecommunications Services," The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 704-715, November.
    6. William G. Axinn & Dirgha J. Ghimire & Emily Smith-Greenaway, 2017. "Emotional Variation and Fertility Behavior," Demography, Springer;Population Association of America (PAA), vol. 54(2), pages 437-458, April.
    7. James E. Prieger, 2005. "Estimation of a Simple Queuing System WithUnits-in-Service and Complete Data," Working Papers 535, University of California, Davis, Department of Economics.
    8. Arland Thornton & Nathalie E. Williams & Prem Bhandari & Linda Young-DeMarco & Cathy Sun & Jeffrey Swindle & Christina Hughes & Yu Xie, 2019. "Influences of Material Aspirations on Migration," Demography, Springer;Population Association of America (PAA), vol. 56(1), pages 75-102, February.
    9. Hans-Peter Blossfeld & Alfred Hamerle, 1989. "Unobserved heterogeneity in hazard rate models: a test and an illustration from a study of career mobility," Quality & Quantity: International Journal of Methodology, Springer, vol. 23(2), pages 129-141, June.

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