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Stratified partial likelihood estimation

  • Ridder, Geert
  • Tunali, Insan

When multiple durations are generated by a single unit, they may be related in a way that is not fully captured by the regressors. The omitted unit-specific variables might vary over the durations. They might also be correlated with the variables in the regression compenent. We propose an estimator that responds to these concerns and develop a specification test for detecting unobserved unit-specific effects.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 92 (1999)
Issue (Month): 2 (October)
Pages: 193-232

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Handle: RePEc:eee:econom:v:92:y:1999:i:2:p:193-232
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  1. Rosenzweig, Mark R. & Wolpin, Kenneth I., 1984. "Heterogeneity, Intrafamily Distribution and Child Health," Bulletins 8429, University of Minnesota, Economic Development Center.
  2. George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, EconWPA, revised 07 Mar 1996.
  3. Tunali, Insan & Pritchett, Jonathan B, 1997. "Cox Regression with Alternative Concepts of Waiting Time: The New Orleans Yellow Fever Epidemic of 1853," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 12(1), pages 1-25, Jan.-Feb..
  4. Olsen, Randall J & Wolpin, Kenneth I, 1983. "The Impact of Exogenous Child Mortality on Fertility: A Waiting Time Regression with Dynamic Regressors," Econometrica, Econometric Society, vol. 51(3), pages 731-49, May.
  5. J. A. Hausman, 1976. "Specification Tests in Econometrics," Working papers 185, Massachusetts Institute of Technology (MIT), Department of Economics.
  6. J. Fitzgerald, . "A hazard model for welfare durations with unobserved location-specific effects," Institute for Research on Poverty Discussion Papers 1046-94, University of Wisconsin Institute for Research on Poverty.
  7. Heckman, James & Singer, Burton, 1984. "A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data," Econometrica, Econometric Society, vol. 52(2), pages 271-320, March.
  8. Kiefer, Nicholas M, 1988. "Economic Duration Data and Hazard Functions," Journal of Economic Literature, American Economic Association, vol. 26(2), pages 646-79, June.
  9. Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-56, July.
  10. Ben-Porath, Yoram, 1976. "Fertility Response to Child Mortality: Micro Data from Israel," Journal of Political Economy, University of Chicago Press, vol. 84(4), pages S163-78, August.
  11. Wolpin, Kenneth I, 1984. "An Estimable Dynamic Stochastic Model of Fertility and Child Mortality," Journal of Political Economy, University of Chicago Press, vol. 92(5), pages 852-74, October.
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