Semi-nonparametric competing risks analysis of recidivism
In this paper we specify a semi-nonparametric competing risks (SNP-CR) model of recidivism, for misdemeanors and felonies. The model is a bivariate mixed proportional hazard model with Weibull baseline hazards and common unobserved heterogeneity. The distribution of the latter is modeled semi-nonparametrically, using orthonormal Legendre polynomials on the unit interval, and integrated out to make the two durations dependent, conditional on the covariates. The SNP-CR model involved corresponds to a Logit model for felony arrest; hence the validity of the SNP-CR model can be tested by testing the validity of the implied Logit model. The latter will be done by using the integrated conditional moment (ICM) test. In the first instance we have estimated and tested two versions of the SNP-CR model, without and with fixed state effects. However, the ICM test rejects these models. Therefore, we have estimated and tested the model for each state separately. These state models are not rejected by the ICM test. Indeed, the estimation results vary substantially per state. Copyright © 2007 John Wiley & Sons, Ltd.
Volume (Year): 22 (2007)
Issue (Month): 5 ()
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- Bierens, Herman J., 2008. "Semi-Nonparametric Interval-Censored Mixed Proportional Hazard Models: Identification And Consistency Results," Econometric Theory, Cambridge University Press, vol. 24(03), pages 749-794, June.
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- Susumu Imai & Kala Krishna, 2004. "Employment, Deterrence, And Crime In A Dynamic Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 45(3), pages 845-872, 08.
- Herman J. Bierens & Werner Ploberger, 1997.
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- Bierens, H.J. & Ploberger, W., 1995. "Asymptotic theory of integrated conditional moment tests," Discussion Paper 1995-124, Tilburg University, Center for Economic Research.
- Bierens, Herman J., 1982. "Consistent model specification tests," Journal of Econometrics, Elsevier, vol. 20(1), pages 105-134, October.
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