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Simple nonparametric estimators for unemployment duration analysis

  • Wichert, Laura
  • Wilke, Ralf A.

"We consider an extension of conventional univariate Kaplan-Meier type estimators for the hazard rate and the survivor function to multivariate censored data with a censored random regressor. It is an Akritas (1994) type estimator which adapts the nonparametric conditional hazard rate estimator of Beran (1981) to more typical data situations in applied analysis. We show with simulations that the estimator has nice finite sample properties and our implementation appears to be fast. As an application we estimate nonparametric conditional quantile functions with German administrative unemployment duration data." (Author's abstract, IAB-Doku) ((en)) Additional Information Appendix for the FDZ-Methodenreport No. 09/2007:

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Paper provided by Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany] in its series FDZ Methodenreport with number 200709_en.

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Length: 19 pages
Date of creation: 16 Oct 2007
Date of revision:
Handle: RePEc:iab:iabfme:200709_en
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  1. Bernd Fitzenberger & Ralf Wilke, 2006. "Using quantile regression for duration analysis," AStA Advances in Statistical Analysis, Springer, vol. 90(1), pages 105-120, March.
  2. Biewen, Martin & Wilke, Ralf A., 2005. "Unemployment Duration and the Length of Entitlement Periods for Unemployment Benefits: Do the IAB Employment Subsample and the German Socio-Economic Panel Yield the Same Results?," ZEW Discussion Papers 05-05, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  3. Fitzenberger, Bernd & Wilke, Ralf, 2007. "New Insights on Unemployment Duration and Post Unemployment Earnings in Germany: Censored Box-Cox Quantile Regression at Work," IZA Discussion Papers 2609, Institute for the Study of Labor (IZA).
  4. Fitzenberger, Bernd & Wilke, Ralf A., 2004. "Unemployment Durations in West-Germany Before and After the Reform of the Unemployment Compensation System During the 1980s," ZEW Discussion Papers 04-24, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  5. Koenker R. & Geling O., 2001. "Reappraising Medfly Longevity: A Quantile Regression Survival Analysis," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 458-468, June.
  6. Dabrowska, D. M., 1995. "Nonparametric Regression with Censored Covariates," Journal of Multivariate Analysis, Elsevier, vol. 54(2), pages 253-283, August.
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