Bayesian estimation of Cox models with non-nested random effects: an application to the ratification of ILO conventions by developing countries
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.
|Date of creation:||2009|
|Date of revision:|
|Contact details of provider:|| Postal: |
Web page: http://www.banque-france.fr/
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Elbers, Chris & Ridder, Geert, 1982. "True and Spurious Duration Dependence: The Identifiability of the Proportional Hazard Model," Review of Economic Studies, Wiley Blackwell, vol. 49(3), pages 403-09, July.
- Honore, Bo E, 1993. "Identification Results for Duration Models with Multiple Spells," Review of Economic Studies, Wiley Blackwell, vol. 60(1), pages 241-46, January.
- Ridder, G. & Tunali, I., 1997.
"Stratified Partial Likelihood Estimation,"
1997/17, Koc University.
- 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.
- Van den Berg, Gerard J., 2000.
"Duration Models: Specification, Identification, and Multiple Durations,"
9446, University Library of Munich, Germany.
- 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.
- Guillaume Horny., 2009.
"Inference in Mixed Proportional Hazard Models with K Random Effects,"
248, Banque de France.
- Guillaume Horny, 2009. "Inference in mixed proportional hazard models with K random effects," Statistical Papers, Springer, vol. 50(3), pages 481-499, June.
- Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-56, July.
- Bernhard Boockmann, 2001. "The ratification of ILO conventions: A hazard rate analysis," Economics and Politics, Wiley Blackwell, vol. 13(3), pages 281-309, November.
- 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.
When requesting a correction, please mention this item's handle: RePEc:bfr:banfra:249. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael brassart)
If references are entirely missing, you can add them using this form.