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Un Modelo Lineal Generalizado Semiparametrico para Analisis de Duracion con Censura

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Author Info
Jesus Orbe () (Departamento de Econometria y Estadistica (Economia Aplicada III), Universidad del Pais Vasco, Spain)

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Abstract

Aitkin and Clayton (1980) proposed to analyze duration models using generalized linear models. In this work we extend that methodology allowing for some nonspecified covariable effect. The model we propose is a semiparametric generalized linear model, with a parametric component to specify the functional form of the effect of covariables on the duration variable, and a nonparametric component for the effect of some covariable without assuming any functional form. We develop the estimation process and we use a bootstrap procedure to do the inference. An empirical application to analyze the survival time for a sample of AIDS diagnosed patients is also included.

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Publisher Info
Paper provided by Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) in its series BILTOKI with number 200009.

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Date of creation: 11 Jul 2000
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Handle: RePEc:ehu:biltok:200009

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Postal: Dpto. de Econometría y Estadística, Facultad de CC. Económicas y Empresariales, Universidad del País Vasco, Avda. Lehendakari Aguirre 83, 48015 Bilbao, Spain
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Related research
Keywords: Duration models; Censorship; Bootstrap; Survival; Semiparametric estimation.;

Find related papers by JEL classification:
C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models
C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis

References listed on IDEAS
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  1. Kiefer, Nicholas M, 1988. "Economic Duration Data and Hazard Functions," Journal of Economic Literature, American Economic Association, vol. 26(2), pages 646-79, June. [Downloadable!] (restricted)
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