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Cox Regression with Alternative Concepts of Waiting Time: The New Orleans Yellow Fever Epidemic of 1853


  • Tunali, Insan
  • Pritchett, Jonathan B


Event data can often be analysed using different concepts of waiting time. Our application offers three choices: calendar-time, age, and duration of residence in New Orleans. We exploit the semi-parametric features of Cox regression and estimate parallel specifications in which mortality risk is treated as an arbitrary function of one of the three alternative time measures, while the remaining two enter the hazard parametrically. Comparisons of the parameter estimates with the corresponding estimates of the baseline hazards from the crux of a simple specification checking procedure. In our formal treatment we rely on Aalen's Multiplicative Intensity formulation and tackle complications such as left-truncation, functional form specification, and choice-based sampling.

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  • 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..
  • Handle: RePEc:jae:japmet:v:12:y:1997:i:1:p:1-25

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    References listed on IDEAS

    1. Shorrocks, A F, 1980. "The Class of Additively Decomposable Inequality Measures," Econometrica, Econometric Society, vol. 48(3), pages 613-625, April.
    2. Bourguignon, Francois, 1979. "Decomposable Income Inequality Measures," Econometrica, Econometric Society, vol. 47(4), pages 901-920, July.
    3. Gastwirth, Joseph L, 1974. "Large Sample Theory of Some Measures of Income Inequality," Econometrica, Econometric Society, vol. 42(1), pages 191-196, January.
    4. Cowell, Frank A., 1989. "Sampling variance and decomposable inequality measures," Journal of Econometrics, Elsevier, vol. 42(1), pages 27-41, September.
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    Cited by:

    1. Lunde, Asger & Timmermann, Allan & Blake, David, 1999. "The hazards of mutual fund underperformance: A Cox regression analysis," Journal of Empirical Finance, Elsevier, vol. 6(2), pages 121-152, April.
    2. Naohito Abe & Taehun Jung, 2004. "Cross-Shareholdings, Outside Directors, and Managerial Turnover: The Case of Japan," Hi-Stat Discussion Paper Series d04-38, Institute of Economic Research, Hitotsubashi University.
    3. Ridder, Geert & Tunali, Insan, 1999. "Stratified partial likelihood estimation," Journal of Econometrics, Elsevier, vol. 92(2), pages 193-232, October.
    4. Pritchett, Jonathan & Yun, Myeong-Su, 2009. "The in-hospital mortality rates of slaves and freemen: Evidence from Touro Infirmary, New Orleans, Louisiana, 1855-1860," Explorations in Economic History, Elsevier, vol. 46(2), pages 241-252, April.
    5. Martin Forster & S. D. Smith, 2011. "Surviving slavery: mortality at Mesopotamia, a Jamaican sugar estate, 1762–1832," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 174(4), pages 907-929, October.
    6. Martin Forster & Andrew M. Jones, 2001. "The role of tobacco taxes in starting and quitting smoking: Duration analysis of British data," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 164(3), pages 517-547.
    7. Murat G. Kirdar, 2007. "Labor Market Outcomes, Capital Accumulation, and Return Migration: Evidence from Immigrants in Germany," ERC Working Papers 0703, ERC - Economic Research Center, Middle East Technical University, revised Jan 2007.
    8. Hesselius, Patrik, 2007. "Does sickness absence increase the risk of unemployment?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 36(2), pages 288-310, April.
    9. Martin Forster & Andrew M. Jones, "undated". "The role of tobacco taxes in starting and quitting smoking," Discussion Papers 00/51, Department of Economics, University of York.
    10. Kirdar, Murat, 2007. "Labor market outcomes, capital accumulation, and return migration: Evidence from immigrants in Germany," MPRA Paper 2028, University Library of Munich, Germany.

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