Semi-nonparametric estimation of regression-based survival models
To estimate survival data with unobserved heterogeneity, this paper proposes the generalized lognormal survival analysis using Hermite polynomials and the Box-Cox transformation. The General Social Survey (GSS) in 2002 demonstrates good performance of the proposed model.
Volume (Year): 3 (2007)
Issue (Month): 61 ()
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- Gabler, Siegfried & Laisney, Francois & Lechner, Michael, 1993. "Seminonparametric Estimation of Binary-Choice Models with an Application to Labor-Force Participation," Journal of Business & Economic Statistics, American Statistical Association, vol. 11(1), pages 61-80, January.
- van der Klaauw, Bas & Koning, Ruud H, 2003. "Testing the Normality Assumption in the Sample Selection Model with an Application to Travel Demand," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 31-42, January.
- Mark B. Stewart, 2004.
"Semi-nonparametric estimation of extended ordered probit models,"
StataCorp LP, vol. 4(1), pages 27-39, March.
- Mark Stewart, 2002. "Semi-nonparametric estimation of extended ordered probit models," United Kingdom Stata Users' Group Meetings 2003 04, Stata Users Group.
- Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-33, March.
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