IDEAS home Printed from https://ideas.repec.org/a/sae/somere/v19y1991i3p270-323.html
   My bibliography  Save this article

The Statistical Analysis of Event Histories

Author

Listed:
  • TROND PETERSEN

    (University of California, Berkeley)

Abstract

Event histories are generated so-called failure-time processes and take this form. The dependent variable—for example, some social state—is discrete or continuous. Over time it evolves as follows: For finite periods of time (from one calendar date to another) it stays constant at a given value. At a later date, which is a random variable, the dependent variable jumps to a new value. The process evolves in this manner from the calendar date when one change occurs to a later date when another change occurs. Between the dates of the changes, the dependent variable stays constant. Data on such processes typically contain information about (a) the date a sample member entered a social state; (b) the date the state later was left, if left; (c) the value of the next state entered; and so on. In analyzing such data, the foci are on what determines the amount of time spent in each state and on what determines the value of the next state entered. This article describes how one can use continuous-time hazard rate models to address these two foci when analyzing event histories.

Suggested Citation

  • Trond Petersen, 1991. "The Statistical Analysis of Event Histories," Sociological Methods & Research, , vol. 19(3), pages 270-323, February.
  • Handle: RePEc:sae:somere:v:19:y:1991:i:3:p:270-323
    DOI: 10.1177/0049124191019003002
    as

    Download full text from publisher

    File URL: https://journals.sagepub.com/doi/10.1177/0049124191019003002
    Download Restriction: no

    File URL: https://libkey.io/10.1177/0049124191019003002?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. 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.
    2. Flinn, Christopher J & Heckman, James J, 1983. "Are Unemployment and Out of the Labor Force Behaviorally Distinct Labor Force States?," Journal of Labor Economics, University of Chicago Press, vol. 1(1), pages 28-42, January.
    3. Heckman, James J. & Singer, Burton, 1984. "Econometric duration analysis," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 63-132.
    4. Chamberlain, Gary, 1982. "The General Equivalence of Granger and Sims Causality," Econometrica, Econometric Society, vol. 50(3), pages 569-581, May.
    5. Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-956, July.
    6. James Vaupel & Kenneth Manton & Eric Stallard, 1979. "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography, Springer;Population Association of America (PAA), vol. 16(3), pages 439-454, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Garczorz, Ingo, 2001. "Anwendung der Hazard-Analyse im Marketing: Einführung und Literaturüberblick," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 548, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    2. J. Ramsay & Trond Petersen, 1992. "Reviews," Psychometrika, Springer;The Psychometric Society, vol. 57(1), pages 156-159, March.
    3. Chen, Anthony S., 2001. "The Passage of State Fair Employment Legislation, 1945-1964: An Event-History Analysis with Time-Varying and Time-Constant Covariates," Institute for Research on Labor and Employment, Working Paper Series qt2jp343hf, Institute of Industrial Relations, UC Berkeley.
    4. Jonas Debrulle, 2016. "The Role of Entrepreneurship in the Context of Career Trajectories: Moving Back into Wage Employment or into Unemployment?," LABOUR, CEIS, vol. 30(2), pages 180-197, June.
    5. Arland Thornton & Nathalie E. Williams & Prem Bhandari & Linda Young-DeMarco & Cathy Sun & Jeffrey Swindle & Christina Hughes & Yu Xie, 2019. "Influences of Material Aspirations on Migration," Demography, Springer;Population Association of America (PAA), vol. 56(1), pages 75-102, February.
    6. Guy Holburn & Richard Bergh, 2006. "Consumer capture of regulatory institutions: The creation of public utility consumer advocates in the United States," Public Choice, Springer, vol. 126(1), pages 45-73, January.
    7. William G. Axinn & Dirgha J. Ghimire & Emily Smith-Greenaway, 2017. "Emotional Variation and Fertility Behavior," Demography, Springer;Population Association of America (PAA), vol. 54(2), pages 437-458, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Bijwaard, Govert, 2011. "Unobserved Heterogeneity in Multiple-Spell Multiple-States Duration Models," IZA Discussion Papers 5748, Institute of Labor Economics (IZA).
    2. Van den Berg, Gerard J., 2001. "Duration models: specification, identification and multiple durations," Handbook of Econometrics, in: J.J. Heckman & E.E. Leamer (ed.), Handbook of Econometrics, edition 1, volume 5, chapter 55, pages 3381-3460, Elsevier.
    3. Govert Bijwaard, 2014. "Multistate event history analysis with frailty," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 30(58), pages 1591-1620.
    4. Hess, Wolfgang & Persson, Maria, 2010. "The Duration of Trade Revisited. Continuous-Time vs. Discrete-Time Hazards," Working Papers 2010:1, Lund University, Department of Economics.
    5. Hess, Wolfgang & Persson, Maria, 2009. "Survival and Death in International Trade - Discrete-Time Durations of EU Imports," Working Papers 2009:12, Lund University, Department of Economics.
    6. George Neumann, 1996. "Search Models and Duration Data," Econometrics 9602008, University Library of Munich, Germany, revised 07 Mar 1996.
    7. Jaap H. Abbring & Tim Salimans, 2019. "The Likelihood of Mixed Hitting Times," Papers 1905.03463, arXiv.org, revised Apr 2021.
    8. Abbring, Jaap H. & Salimans, Tim, 2021. "The likelihood of mixed hitting times," Journal of Econometrics, Elsevier, vol. 223(2), pages 361-375.
    9. Wienke, Andreas & Kuss, Oliver, 2009. "Random effects Weibull regression model for occupational lifetime," European Journal of Operational Research, Elsevier, vol. 196(3), pages 1249-1250, August.
    10. Jaap H. Abbring & Gerard J. Van Den Berg, 2007. "The unobserved heterogeneity distribution in duration analysis," Biometrika, Biometrika Trust, vol. 94(1), pages 87-99.
    11. S Reader, 1993. "Unobserved Heterogeneity in Dynamic Discrete Choice Models," Environment and Planning A, , vol. 25(4), pages 495-519, April.
    12. Dorsett, Richard & Lucchino, Paolo, 2018. "Young people's labour market transitions: The role of early experiences," Labour Economics, Elsevier, vol. 54(C), pages 29-46.
    13. Bijwaard Govert E. & Ridder Geert & Woutersen Tiemen, 2013. "A Simple GMM Estimator for the Semiparametric Mixed Proportional Hazard Model," Journal of Econometric Methods, De Gruyter, vol. 2(1), pages 1-23, July.
    14. Dragana Djurdjevic, 2005. "Unemployment and Under-Employment: The Case of Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 141(I), pages 23-70, March.
    15. Lau, John W., 2006. "Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring," Statistics & Probability Letters, Elsevier, vol. 76(7), pages 719-728, April.
    16. Yang, Zhenlin & Tsui, Albert K., 2004. "Analytically calibrated Box-Cox percentile limits for duration and event-time models," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 649-677, December.
    17. Trond Petersen, 1986. "Estimating Fully Parametric Hazard Rate Models with Time-Dependent Covariates," Sociological Methods & Research, , vol. 14(3), pages 219-246, February.
    18. Anthony Shorrocks, 2009. "Spell incidence, spell duration and the measurement of unemployment," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, vol. 7(3), pages 295-310, September.
    19. Kettunen, Juha, 2002. "Labour mobility of unemployed workers," Regional Science and Urban Economics, Elsevier, vol. 32(3), pages 359-380, May.
    20. Michele Lalla & Francesco Pattarin, 2001. "Unemployment Duration: An Analysis of Incomplete, Completed, and Multiple Spells in Emilia-Romagna," Quality & Quantity: International Journal of Methodology, Springer, vol. 35(2), pages 203-230, May.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sae:somere:v:19:y:1991:i:3:p:270-323. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: SAGE Publications (email available below). General contact details of provider: .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.