Stratified Partial Likelihood Estimation
AbstractWhen multiple durations are generated by a single unit, they may be related in a way that is not fully captured by the regressors. The omitted unit-specific variables might vary over the durations. They might also be correlated with the variables in the regression compenent. We propose an estimator that responds to these concerns and develop a specification test for detecting unobserved unit-specific effects.
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Bibliographic InfoPaper provided by Koc University in its series Papers with number 1997/17.
Length: 56 pages
Date of creation: 1997
Date of revision:
Contact details of provider:
Postal: Koc University. Intinye 80860. Istanbul Turkey
Web page: http://case.ku.edu.tr/tr/econ/home
More information through EDIRC
EVALUATION ; LIKELIHOOD ; CHILDREN ; MORTALITY;
Other versions of this item:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- J13 - Labor and Demographic Economics - - Demographic Economics - - - Fertility; Family Planning; Child Care; Children; Youth
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