A Multiple State Duration Model with Endogenous Treatment
AbstractThis study develops a discrete multiple state duration model that al- lows for duration dependence, unmeasured heterogeneity, partial observ- ability of the state and endogenous time-varying treatment. Our econo- metric strategy has numerous potential empirical applications. We apply our duration model to the progression of diabetic neuropathy, a compli- cation of diabetes with four levels of progression, which if left untreated may lead to amputation. Our results show that the longer a person has diabetes without having being diagnosed (and treated) increases the prob- abilities of transitioning to a worse stage, death or amputation.
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Bibliographic InfoPaper provided by HEDG, c/o Department of Economics, University of York in its series Health, Econometrics and Data Group (HEDG) Working Papers with number 11/19.
Date of creation: Jul 2011
Date of revision:
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Multiple state duration model; endogenous treatment; discrete factors;
Find related papers by JEL classification:
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- I12 - Health, Education, and Welfare - - Health - - - Health Production
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