A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models

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A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models

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Arnab Bhattacharjee

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Arnab Bhattacharjee

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Paper provided by Department of Economics, University of St. Andrews in its series Discussion Paper Series, Department of Economics with number 0708.

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Date of creation: Sep 2007
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Handle: RePEc:san:wpecon:0708

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Paper
- Bhattacharjee, Arnab, 2004. "A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models," MPRA Paper 3937, University Library of Munich, Germany. [Downloadable!]

Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis

This paper has been announced in the following NEP Reports:

NEP-ALL-2007-09-30 (All new papers)
NEP-ECM-2007-09-30 (Econometrics)

References listed on IDEAS
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.:

Bhattacharjee, Arnab, 2004. "Estimation in hazard regression models under ordered departures from proportionality," Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 517-536, October. [Downloadable!] (restricted)
Other versions:
- Bhattacharjee, A., 2003. "Estimation in Hazard Regression Models under Ordered Departures from Proportionality," Cambridge Working Papers in Economics 0337, Faculty of Economics, University of Cambridge. [Downloadable!]
D. Y. Lin & L. J. Wei & I. Yang & Z. Ying, 2000. "Semiparametric regression for the mean and rate functions of recurrent events," Journal Of The Royal Statistical Society Series B, Royal Statistical Society, vol. 62(4), pages 711-730. [Downloadable!] (restricted)
Tue Gorgens & Joel L. Horowitz, 1996. "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Econometrics 9603001, EconWPA. [Downloadable!]
Other versions:
- Horowitz, J. & Gorgens, T., 1995. "Semiparametric Estimation of a Censored Regression Model with an Unknown Transformation of the Dependent Variable," Working Papers 95-15, University of Iowa, Department of Economics.
- Gorgens, Tue & Horowitz, Joel L., 1999. "Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable," Journal of Econometrics, Elsevier, vol. 90(2), pages 155-191, June. [Downloadable!] (restricted)
Melino, Angelo & Sueyoshi, Glenn T., 1990. "A simple approach to the identifiability of the proportional hazards model," Economics Letters, Elsevier, vol. 33(1), pages 63-68, May. [Downloadable!] (restricted)
A. Bhattacharjee & Higson, C. & Holly, S. & Kattuman, P., 2002. "Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms," Cambridge Working Papers in Economics 0206, Faculty of Economics, University of Cambridge. [Downloadable!]
Other versions:
- Bhattacharje,e A. & C.Higson & S.Holly & P.Kattuman, 2002. "Macro Economic Instability and Business Exit: Determinants of Failures and Acquisitions of Large UK Firms," Royal Economic Society Annual Conference 2002 27, Royal Economic Society. [Downloadable!]
Joel L. Horowitz, 1999. "Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 67(5), pages 1001-1028, September.
Li, Yi-Hwei & Klein, John P. & Moeschberger, M. L., 1996. "Effects of model misspecification in estimating covariate effects in survival analysis for small sample sizes," Computational Statistics & Data Analysis, Elsevier, vol. 22(2), pages 177-192, July. [Downloadable!] (restricted)
Bhattacharjee, A. & Samarjit Das, 2002. "Testing Proportionality in Duration Models with Respect to Continuous Covariates," Cambridge Working Papers in Economics 0220, Faculty of Economics, University of Cambridge. [Downloadable!]
Liu, P. Y. & Wei Yann Tsai, 1999. "A modified logrank test for censored survival data under order restrictions," Statistics & Probability Letters, Elsevier, vol. 41(1), pages 57-63, January. [Downloadable!] (restricted)
Lin D Y & Ying Z, 2001. "Semiparametric and Nonparametric Regression Analysis of Longitudinal Data," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 103-126, March. [Downloadable!] (restricted)
Horowitz, Joel L, 1996. "Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable," Econometrica, Econometric Society, vol. 64(1), pages 103-37, January. [Downloadable!] (restricted)

Full references

Cited by:
(explanations, 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.)

Bhattacharjee, Arnab & Bhattacharjee, Madhuchhanda, 2007. "Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing," MPRA Paper 3938, University Library of Munich, Germany. [Downloadable!]
Other versions:
- Arnab Bhattacharjee & Madhuchhanda Bhattacharjee, 2007. "Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing," Discussion Paper Series, Department of Economics 0707, Department of Economics, University of St. Andrews. [Downloadable!]

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