This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Statistical Inference of a Bivariate Proportional Hazard Model with Grouped Data

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
An, Mark Yuying

Additional information is available for the following registered author(s):

Abstract

This paper studies the estimation of a semiparametric bivariate proportional hazard model from event time data under interval censoring. As a direct generalization of the bivariate exponential distribution of Marshall and Olkin, the model, on the one hand, controls for the effects of observed covariates, and on the other, achieves great flexibility through nonparametrically specified baseline hazards. The model is most relevant in analyzing the joint distribution of two event times arising from "systems of two components". Examples include the two infection times of the left and the right kidneys of patients and the two retirement times of married couples. To estimate this semiparametric model from grouped data, we propose a maximum likelihood estimator and a minimum chi-square estimator. Both estimation methods exploit the fact that the most flexible model structure that can be identified with grouped data is finite-dimensional. Compared with the maximum likelihood estimation, the minimum chi-square procedure is computationally more attractive but applies only to "many observations per cell" cases where the covariates are either categorical or amendable to sensible grouping. Specification tests for different model assumptions are also discussed.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.econ.duke.edu/Papers/Abstracts96/abstract.96.06.html
File Format:
File Function: main text
Download Restriction: no

Publisher Info
Paper provided by Duke University, Department of Economics in its series Working Papers with number 96-06.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 1996
Date of revision:
Handle: RePEc:duk:dukeec:96-06

Contact details of provider:
Postal: Department of Economics Duke University 213 Social Sciences Building Box 90097 Durham, NC 27708-0097
Phone: (919) 660-1800
Fax: (919) 684-8974
Web page: http://www.econ.duke.edu/

For technical questions regarding this item, or to correct its listing, contact: (Department of Economics Webmaster).

Related research
Keywords:

Other versions of this item:

Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis

References listed on IDEAS
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.:

  1. An, Mark Yuying & Ayala, Roberto A., 1996. "Nonparametric Estimation of a Survivor Function with Across-Interval-Censored Data," Working Papers 96-02, Duke University, Department of Economics. [Downloadable!]
    Other versions:
  2. An, Mark Yuying, 1996. "Semiparametric Estimation of Willingness to Pay Distributions," Working Papers 96-20, Duke University, Department of Economics. [Downloadable!]
    Other versions:
Full 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.)

  1. Westergaard-Nielsen, Niels, 2001. "Danish Labour Market Policy: Is it worth it?," CLS Working Papers 01-10, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research. [Downloadable!]
  2. Pedersen, Peder J. & Smith, Nina, 2001. "International Migration and Migration policy in Denmark," CLS Working Papers 01-5, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research. [Downloadable!]
  3. Ortega, Jaime, 2000. "Job Rotation as a Mechanism for Learning," CLS Working Papers 00-4, University of Aarhus, Aarhus School of Business, Centre for Labour Market and Social Research. [Downloadable!]
    Other versions:
Statistics
Access and download statistics

Did you know? RePEc encourages publishers to make their bibliographic data freely available to the public.

This page was last updated on 2009-11-25.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.