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Selection Bias and Continuous‐Time Duration Models: Consequences and a Proposed Solution

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  • Frederick J. Boehmke
  • Daniel S. Morey
  • Megan Shannon

Abstract

This article analyzes the consequences of nonrandom sample selection for continuous‐time duration analyses and develops a new estimator to correct for it when necessary. We conduct a series of Monte Carlo analyses that estimate common duration models as well as our proposed duration model with selection. These simulations show that ignoring sample selection issues can lead to biased parameter estimates, including the appearance of (nonexistent) duration dependence. In addition, our proposed estimator is found to be superior in root mean‐square error terms when nontrivial amounts of selection are present. Finally, we provide an empirical application of our method by studying whether self‐selectivity is a problem for studies of leaders' survival during and following militarized conflicts.

Suggested Citation

  • Frederick J. Boehmke & Daniel S. Morey & Megan Shannon, 2006. "Selection Bias and Continuous‐Time Duration Models: Consequences and a Proposed Solution," American Journal of Political Science, John Wiley & Sons, vol. 50(1), pages 192-207, January.
    • Handle: RePEc:wly:amposc:v:50:y:2006:i:1:p:192-207
    DOI: 10.1111/j.1540-5907.2006.00178.x
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    4. Thorin M. Wright & J. Michael Greig, 2012. "Staying the Course," Conflict Management and Peace Science, Peace Science Society (International), vol. 29(2), pages 127-147, April.
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    6. Gagnon, Alain & Bohnert, Nora, 2012. "Early life socioeconomic conditions in rural areas and old-age mortality in twentieth-century Quebec," Social Science & Medicine, Elsevier, vol. 75(8), pages 1497-1504.
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    9. Philipp Ehrl, 2021. "Live large or die young: subsidized loans and firm survival in Brazil," Empirical Economics, Springer, vol. 61(6), pages 3479-3503, December.
    10. Baccini, Leonardo, 2014. "Cheap talk: transaction costs, quality of institutions, and trade agreements," LSE Research Online Documents on Economics 44923, London School of Economics and Political Science, LSE Library.
    11. Kyle Beardsley & Victor Asal, 2009. "Winning with the Bomb," Journal of Conflict Resolution, Peace Science Society (International), vol. 53(2), pages 278-301, April.
    12. Tanja A. Börzel & Tobias Hofmann & Diana Panke, 2011. "Policy Matters But How? Explaining Non-Compliance Dynamics in the EU," KFG Working Papers p0024, Free University Berlin.
    13. Thrane, Christer, 2012. "Analyzing tourists’ length of stay at destinations with survival models: A constructive critique based on a case study," Tourism Management, Elsevier, vol. 33(1), pages 126-132.
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    15. Erzsébet Bukodi, 2012. "Serial Cohabitation among Men in Britain: Does Work History Matter? [Cohabitations successives des hommes en Angleterre : l’histoire professionnelle joue-t-elle un rôle ?]," European Journal of Population, Springer;European Association for Population Studies, vol. 28(4), pages 441-466, November.
    16. Ramzi Badran, 2014. "Intrastate peace agreements and the durability of peace," Conflict Management and Peace Science, Peace Science Society (International), vol. 31(2), pages 193-217, April.
    17. Glowicka, Ela, 2006. "Effectiveness of bailouts in the EU," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 176, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
    18. Ralph A. Heidl & H. Kevin Steensma & Corey Phelps, 2014. "Divisive Faultlines and the Unplanned Dissolutions of Multipartner Alliances," Organization Science, INFORMS, vol. 25(5), pages 1351-1371, October.
    19. Lee Fleming & David M. Waguespack, 2007. "Brokerage, Boundary Spanning, and Leadership in Open Innovation Communities," Organization Science, INFORMS, vol. 18(2), pages 165-180, April.
    20. Thomas Flores & Irfan Nooruddin, 2009. "Financing the peace: Evaluating World Bank post-conflict assistance programs," The Review of International Organizations, Springer, vol. 4(1), pages 1-27, March.
    21. Lusi Yang & Zhiyi Wang & Jungpil Hahn, 2020. "Scarcity Strategy in Crowdfunding: An Empirical Exploration of Reward Limits," Information Systems Research, INFORMS, vol. 31(4), pages 1107-1131, December.
    22. L. Li & Helen X. H. Bao & K. W. Chau, 2023. "On the Strategic Timing of Sales by Real Estate Developers: To Wait or To Presell?," The Journal of Real Estate Finance and Economics, Springer, vol. 66(1), pages 169-196, January.
    23. Miriam Scaglione & Coin Johnson & Pascale Favre, 2019. "As time goes by: last minute momentum booking and the planned vacation process," Information Technology & Tourism, Springer, vol. 21(1), pages 9-22, March.
    24. Carla Martinez Machain, 2015. "Air Campaign Duration and the Interaction of Air and Ground Forces," International Interactions, Taylor & Francis Journals, vol. 41(3), pages 539-564, May.

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