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Testing Proportionality in Duration Models with Respect to Continuous Covariates Author info | Abstract | Publisher info | Download info | Related research | Statistics Bhattacharjee, A.
Samarjit Das
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Several omnibus tests of the proportional hazards assumption have been proposed in the literature. In the two-sample case, tests have also been developed against non-parametrically specified ordered alternatives. This paper considers a natural extension of such monotone ordering to the case of continuous covariates, and develops tests for the proportional hazards assumption against such ordered alternatives. Small sample properties of the tests are explored. The use of the test statistics, and use of histogram sieve estimators in the case where proportionality does not hold, are illustrated with application to data on strike durations.
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Paper provided by Faculty of Economics, University of Cambridge in its series Cambridge Working Papers in Economics with number
0220.
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Length: 22
Date of creation: Aug 2002Date of revision:
Handle: RePEc:cam:camdae:0220Note: EMContact details of provider: Web page: http://www.econ.cam.ac.uk/index.htm
For technical questions regarding this item, or to correct its listing, contact: (Howard Cobb).
Keywords: proportional hazards ; increasing hazards ratio ; ordered alternatives ; histogram sieve estimators ; Other versions of this item:
This paper has been announced in the following NEP Reports :
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Arnab Bhattacharjee, 2007.
"A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models ,"
Discussion Paper Series, Department of Economics
0708, Department of Economics, University of St. Andrews.
[Downloadable!]
Other versions: Bhattacharjee, A., 2004.
"A Simple Test for the Absence of Covariate Dependence in Duration Models ,"
Cambridge Working Papers in Economics
0401, Faculty of Economics, University of Cambridge.
[Downloadable!]
Bhattacharjee, Arnab & Bhattacharjee, Madhuchhanda, 2007.
"Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing ,"
MPRA Paper
3938, University Library of Munich, Germany.
[Downloadable!]
Other versions: Arnab Bhattacharjee & Chris Higson & Sean Holly & Paul Kattuman, 2007.
" Macroeconomic Conditions and Business Exit: Determinants of Failures and Acquisitions of UK Firms ,"
CDMA Working Paper Series
0713, Centre for Dynamic Macroeconomic Analysis.
[Downloadable!]
Arnab Bhattacharjee, 2005.
"Models of Firm Dynamics and the Hazard Rate of Exits: Reconciling Theory and Evidence using Hazard Regression Models ,"
Econometrics
0503021, EconWPA.
[Downloadable!]
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