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Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis

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Author Info
Wilke, Ralf A.
Wichert, Laura

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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. --

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Paper provided by ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research in its series ZEW Discussion Papers with number 05-67 [rev.].

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Date of creation: 2005
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Handle: RePEc:zbw:zewdip:6085

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Related research
Keywords: nonparametric estimation; censoring; unemployment duration;

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Find related papers by JEL classification:
C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis
C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods

References listed on IDEAS
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  1. Lechner, Michael, . "Eine empirische Analyse der Geburtenentwicklung in den neuen Bundesländern," IVS discussion paper series 551, Institut für Volkswirtschaft und Statistik (IVS), University of Mannheim. [Downloadable!]
  2. Bernd Fitzenberger & Ralf A. Wilke, 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). [Downloadable!]
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  3. 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. [Downloadable!] (restricted)
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  4. Koenker R. & Geling O., 2001. "Reappraising Medfly Longevity: A Quantile Regression Survival Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 458-468, June. [Downloadable!] (restricted)
  5. 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. [Downloadable!]
  6. Bernd Fitzenberger & Ralf Wilke, 2006. "Using quantile regression for duration analysis," AStA Advances in Statistical Analysis, Springer, vol. 90(1), pages 105-120, March. [Downloadable!] (restricted)
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  7. Dabrowska, D. M., 1995. "Nonparametric Regression with Censored Covariates," Journal of Multivariate Analysis, Elsevier, vol. 54(2), pages 253-283, August. [Downloadable!] (restricted)
  8. Yannis Bilias & Roger Koenker, 2001. "Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments," Empirical Economics, Springer, vol. 26(1), pages 199-220. [Downloadable!] (restricted)
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(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.)

  1. Arntz, Melanie & Wilke, Ralf A & Winterhager, Henrik, 2006. "Regionenmatching im Rahmen der Evaluation der Experimentierungsklausel des § 6c SGB II : methodische Vorgehensweise und Ergebnisse," ZEW Discussion Papers 06-61, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research. [Downloadable!]
  2. Bernd Fitzenberger & Ralf A. Wilke, 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). [Downloadable!]
    Other versions:
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