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Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries

Author

Listed:
  • Bernhard Boockmann.
  • Dragana Djurdjevic.
  • Guillaume Horny.
  • François Laisney.

Abstract

We use a multivariate hazard model to analyse the ratification behaviour of ILO conventions by developing countries. The model accounts for two random effects: one at the country level, the other at the convention level. After investigating identification, we use a semi-parametric Bayesian approach based on the partial likelihood. We find diverging results between Bayesian and frequentist estimates concerning the importance of the two unobserved heterogeneities.

Suggested Citation

  • Bernhard Boockmann. & Dragana Djurdjevic. & Guillaume Horny. & François Laisney., 2009. "Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries," Working papers 249, Banque de France.
    • Handle: RePEc:bfr:banfra:249
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    References listed on IDEAS

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    1. 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.
    2. Ridder, Geert & Tunali, Insan, 1999. "Stratified partial likelihood estimation," Journal of Econometrics, Elsevier, vol. 92(2), pages 193-232, October.
    3. Samuli Ripatti & Juni Palmgren, 2000. "Estimation of Multivariate Frailty Models Using Penalized Partial Likelihood," Biometrics, The International Biometric Society, vol. 56(4), pages 1016-1022, December.
    4. Germán Rodríguez & Noreen Goldman, 2001. "Improved estimation procedures for multilevel models with binary response: a case‐study," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 164(2), pages 339-355.
    5. Train,Kenneth E., 2009. "Discrete Choice Methods with Simulation," Cambridge Books, Cambridge University Press, number 9780521766555.
    6. Guillaume Horny, 2009. "Inference in mixed proportional hazard models with K random effects," Statistical Papers, Springer, vol. 50(3), pages 481-499, June.
    7. Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-956, July.
    8. Bolstad W. M & Manda S. O, 2001. "Investigating Child Mortality in Malawi Using Family and Community Random Effects: A Bayesian Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 12-19, March.
    9. Bo E. Honoré, 1993. "Identification Results for Duration Models with Multiple Spells," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 60(1), pages 241-246.
    10. Kelvin K. W. Yau, 2001. "Multilevel Models for Survival Analysis with Random Effects," Biometrics, The International Biometric Society, vol. 57(1), pages 96-102, March.
    11. Bernhard Boockmann, 2001. "The ratification of ILO conventions: A hazard rate analysis," Economics and Politics, Wiley Blackwell, vol. 13(3), pages 281-309, November.
    12. Chris Elbers & Geert Ridder, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(3), pages 403-409.
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    Citations

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    Cited by:

    1. Guillaume Horny & Rute Mendes & Gerard J. van den Berg, 2012. "Job Durations With Worker- and Firm-Specific Effects: MCMC Estimation With Longitudinal Employer--Employee Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 468-480, March.
    2. Guillaume Horny & Rute Mendes & Gerard J. Van den Berg, 2006. "Job mobility in Portugal: a Bayesian study with matched worker-firm data," Working Papers of BETA 2006-32, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
    3. Konstantinos, Pouliakas & Ioannis, Theodossiou, 2010. "An Inquiry Into the Theory, Causes and Consequences of Monitoring Indicators of Health and Safety At Work," MPRA Paper 20336, University Library of Munich, Germany.
    4. Guillaume Horny, 2009. "Inference in mixed proportional hazard models with K random effects," Statistical Papers, Springer, vol. 50(3), pages 481-499, June.

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    More about this item

    Keywords

    Gibbs sampling; partial likelihood; frailties; duration analysis.;
    All these keywords.

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
    • C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
    • D78 - Microeconomics - - Analysis of Collective Decision-Making - - - Positive Analysis of Policy Formulation and Implementation
    • J80 - Labor and Demographic Economics - - Labor Standards - - - General
    • O19 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - International Linkages to Development; Role of International Organizations

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