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A general semiparametric approach to inference with marker-dependent hazard rate models

Author

Listed:
  • van den Berg, Gerard J.

    (University of Bristol)

  • Janys, Lena

    (University of Bonn)

  • Mammen, Enno

    (Heidelberg University and Higher School of Economics, Moscow)

  • Nielsen, Jens P.

    (Cass Business School, London)

Abstract

We examine a new general class of hazard rate models for survival data, containing a parametric and a nonparametric component. Both can be a mix of a time effect and (possibly time-dependent) marker or covariate effects. A number of well-known models are special cases. In a counting process framework, a general profile likelihood estimator is developed and the parametric component of the model is shown to be asymptotically normal and efficient. The analysis improves on earlier results for special cases. Finite sample properties are investigated in simulations. The estimator is shown to work well under realistic empirical conditions. The estimator is applied to investigate the long-run relationship between birth weight and later-life mortality using data from the Uppsala Birth Cohort Study of individuals born in 1915-1929. The results suggest a relationship that is difficult to capture with simple parametric specifications. Moreover, its shape at higher birth weights differs across gender.

Suggested Citation

  • van den Berg, Gerard J. & Janys, Lena & Mammen, Enno & Nielsen, Jens P., 2016. "A general semiparametric approach to inference with marker-dependent hazard rate models," Working Paper Series 2016:3, IFAU - Institute for Evaluation of Labour Market and Education Policy.
    • Handle: RePEc:hhs:ifauwp:2016_003
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    References listed on IDEAS

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    8. Jens Perch Nielsen & Carsten Tanggaard, 2001. "Boundary and Bias Correction in Kernel Hazard Estimation," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(4), pages 675-698, December.
    9. Douglas Almond & Janet Currie, 2011. "Killing Me Softly: The Fetal Origins Hypothesis," Journal of Economic Perspectives, American Economic Association, vol. 25(3), pages 153-172, Summer.
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    Cited by:

    1. James Wolter, 2015. "Asymptotics for Sieve Estimators of Hazard Rates: Estimating Hazard Functionals," Economics Series Working Papers 760, University of Oxford, Department of Economics.

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    More about this item

    Keywords

    survival analysis; semiparametric estimation; covariate effects; kernel estimation; local linear regression; birth weight; mortality; Barker hypothesis; social class;
    All these keywords.

    JEL classification:

    • C00 - Mathematical and Quantitative Methods - - General - - - General

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