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

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  • Horney, Guillaume
  • Boockmann, Bernhard
  • Djurdjevic, Dragana
  • Laisney, François

Abstract

We use a multivariate hazard model for the analysis of data on the timing of ratifications of different conventions. The model accounts for two random effects, one at the country level and the other at the convention level. We use a semi-parametric Bayesian approach, based on the partial likelihood. Our findings confirm the results of preceding studies that ratification behaviour varies substantially across members states and conventions. Furthermore, the results yield insights on the impact of unobserved heterogeneity on the ratification process.

Suggested Citation

  • Horney, Guillaume & Boockmann, Bernhard & Djurdjevic, Dragana & Laisney, François, 2005. "Bayesian estimation of Cox model with non-nested random effects: an application to the ratification of ILO conventions by developing countries," ZEW Discussion Papers 05-23, ZEW - Leibniz Centre for European Economic Research.
    • Handle: RePEc:zbw:zewdip:3180
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    1. 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.
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    3. 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.
    4. 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.
    5. Ridder, Geert & Tunali, Insan, 1999. "Stratified partial likelihood estimation," Journal of Econometrics, Elsevier, vol. 92(2), pages 193-232, October.
    6. Bernhard Boockmann, 2001. "The ratification of ILO conventions: A hazard rate analysis," Economics and Politics, Wiley Blackwell, vol. 13(3), pages 281-309, November.
    7. Train,Kenneth E., 2009. "Discrete Choice Methods with Simulation," Cambridge Books, Cambridge University Press, number 9780521747387.
    8. 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.
    9. Guillaume Horny, 2009. "Inference in mixed proportional hazard models with K random effects," Statistical Papers, Springer, vol. 50(3), pages 481-499, June.
    10. Lancaster, Tony, 1979. "Econometric Methods for the Duration of Unemployment," Econometrica, Econometric Society, vol. 47(4), pages 939-956, July.
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    Cited by:

    1. Guillaume Horny, 2009. "Inference in mixed proportional hazard models with K random effects," Statistical Papers, Springer, vol. 50(3), pages 481-499, June.
    2. 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.
    3. 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.
    4. 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.

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    More about this item

    Keywords

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

    JEL classification:

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

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