Fixed effects maximum likelihood estimation of a flexibly parametric proportional hazard model with an application to job exits
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 effects causes negative schooling and union effects to be downward biased.
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- Van den Berg, Gerard J., 2001.
"Duration models: specification, identification and multiple durations,"
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in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460
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Econometric Society, vol. 58(4), pages 757-82, July.
- Horowitz, Joel L. & Lee, Sokbae, 2004.
"Semiparametric estimation of a panel data proportional hazards model with fixed effects,"
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- Joel L. Horowitz & Sokbae Lee, 2002. "Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 A5-3, International Conferences on Panel Data.
- Joel Horowitz & Sokbae 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.
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"Stratified Partial Likelihood Estimation,"
1997/17, Koc University.
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