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Fixed Effects Maximum Likelihood Estimation of a Flexibly Parametric Proportional Hazard Model with an Application to Job Exits

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Author Info

  • Audrey Light

    ()
    (Department of Economics, Ohio State University)

  • Yoshiaki Omori

    (Faculty of Economics, Yokohama National University)

Abstract

We extend the fixed effects maximum likelihood estimator to a proportional hazard model with a flexibly parametric baseline hazard. We use the method to estimate a job duration model for young men, and show that failure to account for unobserved fixed effect causes negative schooling and union effects to be downward biased.

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File URL: http://www.econ.ohio-state.edu/pdf/alight/wp12-03.pdf
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Bibliographic Info

Paper provided by Ohio State University, Department of Economics in its series Working Papers with number 12-03.

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Length: 9 pages
Date of creation: 2012
Date of revision:
Handle: RePEc:osu:osuewp:12-03

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Postal: 410 Arps Hall 1945 North High Street Columbus, Ohio 43210-1172

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Keywords: Proportional hazard model; fixed effects;

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References

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  1. Meyer, Bruce D, 1990. "Unemployment Insurance and Unemployment Spells," Econometrica, Econometric Society, vol. 58(4), pages 757-82, July.
  2. Joel Horowitz & Sokbae 'Simon' Lee, 2002. "Semiparametric estimation of a panel data proportional hazards model with fixed effects," CeMMAP working papers CWP21/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  3. Ridder, G. & Tunali, I., 1997. "Stratified Partial Likelihood Estimation," Papers 1997/17, Koc University.
  4. Van den Berg, Gerard J., 2000. "Duration Models: Specification, Identification, and Multiple Durations," MPRA Paper 9446, University Library of Munich, Germany.
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Cited by:
  1. Piening, J. & Ehrmann, T. & Meiseberg, B., 2013. "Competing risks for train tickets – An empirical investigation of customer behavior and performance in the railway industry," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 51(C), pages 1-16.

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