Simple nonparametric estimators for unemployment duration analysis
Abstract"We consider an extension of conventional univariate Kaplan-Meier type estimators for the hazard rate and the survivor function to multivariate censored data with a censored random regressor. It is an Akritas (1994) type estimator which adapts the nonparametric conditional hazard rate estimator of Beran (1981) to more typical data situations in applied analysis. We show with simulations that the estimator has nice finite sample properties and our implementation appears to be fast. As an application we estimate nonparametric conditional quantile functions with German administrative unemployment duration data." (Author's abstract, IAB-Doku) ((en)) Additional Information Appendix for the FDZ-Methodenreport No. 09/2007: Programme.zip
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Bibliographic InfoPaper provided by Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] in its series FDZ Methodenreport with number 200709_en.
Length: 19 pages
Date of creation: 16 Oct 2007
Date of revision:
Arbeitslosigkeitsdauer; Schätzung - Methode; IAB-Beschäftigtenstichprobe;
Other versions of this item:
- Laura Wichert & Ralf A. Wilke, 2008. "Simple non-parametric estimators for unemployment duration analysis," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 57(1), pages 117-126.
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.:
- Fitzenberger, Bernd & Wilke, Ralf, 2007.
"New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work,"
IZA Discussion Papers
2609, Institute for the Study of Labor (IZA).
- Fitzenberger, Bernd & Wilke, Ralf A., 2007. "New insights on unemployment duration and post unemployment earnings in Germany: censored Box-Cox quantile regression at work," ZEW Discussion Papers 07-007, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Bernd Fitzenberger & Ralf Wilke, 2006.
"Using quantile regression for duration analysis,"
AStA Advances in Statistical Analysis,
Springer, vol. 90(1), pages 105-120, March.
- Fitzenberger, Bernd & Wilke, Ralf A., 2004.
"Unemployment Durations in West-Germany Before and After the Reform of the Unemployment Compensation System During the 1980s,"
ZEW Discussion Papers
04-24, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Bernd Fitzenberger & Ralf A. Wilke, 2010. "Unemployment Durations in West Germany Before and After the Reform of the Unemployment Compensation System during the 1980s," German Economic Review, Verein für Socialpolitik, vol. 11, pages 336-366, 08.
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- Martin Biewen & Ralf Wilke, 2005.
"Unemployment duration and the length of entitlement periods for unemployment benefits: do the IAB employment subsample and the German Socio-Economic Panel yield the same results?,"
AStA Advances in Statistical Analysis,
Springer, vol. 89(2), pages 209-236, June.
- Biewen, Martin & Wilke, Ralf A., 2005. "Unemployment Duration and the Length of Entitlement Periods for Unemployment Benefits: Do the IAB Employment Subsample and the German Socio-Economic Panel Yield the Same Results?," ZEW Discussion Papers 05-05, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
- Lin, Guixian & He, Xuming & Portnoy, Stephen, 2012. "Quantile regression with doubly censored data," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 797-812.
- Ralf Wilke, . "Unemployment Duration in the United Kingdom: An Incomplete Data Approach," Discussion Papers 09/02, University of Nottingham, School of Economics.
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