A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data
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Publication:3339149
DOI10.2307/1911491zbMATH Open0547.62077OpenAlexW2004877180MaRDI QIDQ3339149FDOQ3339149
Authors:
Publication date: 1984
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/50f8c55a61251b09450a231273f8bbc0fc685206
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duration modelscomputational algorithmunobservablesproportional hazard modelsconsistent nonparametric likelihood estimatorsensitivity of parameter estimates
Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99) Statistical methods; economic indices and measures (91B82)
Cited In (only showing first 100 items - show all)
- Quantile regression under random censoring.
- Duration dependence and nonparametric heterogeneity: A Monte Carlo study
- Examples in which misspecification of a random effects distribution reduces efficiency, and possible remedies
- Efficient semiparametric estimation of duration models with unobserved heterogeneity
- Identification in nonparametric limited dependent variable models with simultaneity and unobserved heterogeneity
- The likelihood of mixed hitting times
- Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring
- Stayers in mixed Markov renewal models
- Correcting for selective compliance in a re-employment bonus experiment
- Estimating treatment effects for discrete outcomes when responses to treatment vary: an application to Norwegian vocational rehabilitation programs
- Estimating the return to training and occupational experience: the case of female immigrants
- Estimating willingness to pay for Medicare using a dynamic life-cycle model of demand for health insurance
- Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
- Efficient maximum likelihood estimation in semiparametric mixture models
- On the distribution of vaccine protection under heterogeneous response
- Invariance axioms and functional form restrictions in structural models
- Risk perceptions and rationality in measures of risk
- Binary choice panel data models with predetermined variables
- Generalized multilevel structural equation modeling
- Correcting for covariate measurement error in logistic regression using nonparametric maximum likelihood estimation
- Double Hierarchical Generalized Linear Models (With Discussion)
- Solving finite mixture models: Efficient computation in economics under serial and parallel execution
- Estimating the Derivative Function and Counterfactuals in Duration Models with Heterogeneity
- Semiparametric efficient inferences for lifetime regression model with time-dependent covariates
- Modeling unemployment duration in a dependent competing risks framework: Identification and estimation
- Information in semiparametric mixtures of exponential families
- Dynamic discrete choice and dynamic treatment effects
- Kernel estimation of hazard functions when observations have dependent and common covariates
- Non-parametric analysis of a generalized regression model. The maximum rank correlation estimator
- Specification testing for transformation models with an application to generalized accelerated failure-time models
- Estimation of the binary response model using a mixture of distributions estimator (MOD)
- Time and causality: a Monte Carlo assessment of the timing-of-events approach
- Heterogeneity, state dependence and health
- Title not available (Why is that?)
- Extensions of estimation methods using the EM algorithm
- Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
- Marketing models of consumer heterogeneity
- Analytically calibrated Box--Cox percentile limits for duration and event-time models
- A spatial latent class model
- Mixed hidden Markov models for longitudinal data: an overview
- Identifiability and rates of estimation for scale parameters in location mixture models
- Stratified partial likelihood estimation
- A Bayesian approach to the spatial representation of market structure from consumer choice data
- Semiparametric identification and heterogeneity in discrete choice dynamic programming models
- Assessing gamma frailty models for clustered failure time data
- Irregular identification of structural models with nonparametric unobserved heterogeneity
- Dynamic discrete choice structural models: a survey
- Identification and estimation of average causal effects when treatment status is ignorable within unobserved strata
- Semiparametric Efficiency Bounds and Efficient Estimation of Discrete Duration Models with Unspecified Hazard Rate
- A score-test on measurement errors in rating transition times
- Group-based Criminal Trajectory Analysis Using Cross-validation Criteria
- Modeling price response from retail sales: an empirical comparison of models with different representations of heterogeneity
- Diagnosis of Random‐Effect Model Misspecification in Generalized Linear Mixed Models for Binary Response
- Discrete factor approximations in simultaneous equation models: Estimating the impact of a dummy endogenous variable on a continuous outcome
- Semiparametric estimation of count regression models
- Modelling and estimation of social interaction effects in new product diffusion
- Is there a stepping stone effect in drug use? Separating state dependence from unobserved heterogeneity within and between illicit drugs
- A latent structure double hurdle regression model for exploring heterogeneity in consumer search patterns.
- SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS
- SEMI-NONPARAMETRIC INTERVAL-CENSORED MIXED PROPORTIONAL HAZARD MODELS: IDENTIFICATION AND CONSISTENCY RESULTS
- Multivariate survival models for repeated and correlated events
- Using copulas to model repeat purchase behaviour - an exploratory analysis via a case study
- Heterogeneity and selection in dynamic panel data
- Observed and unobserved heterogeneity in the duration dependency parameter.
- Estimating a semi-parametric duration model without specifying heterogeneity
- Credit portfolios, credibility theory, and dynamic empirical Bayes
- Maximum penalized likelihood estimation of mixed proportional hazard models
- Diagnostic analysis and computational strategies for estimating discrete time duration models -- a Monte Carlo study
- Specification diagnostics for duration models. A martingale approach
- Unobserved Heterogeneity in Store Choice Models
- Testing for unobserved heterogeneity in exponential and Weibull duration models
- Expected utility theory and prospect theory: One wedding and a decent funeral
- Econometric duration analysis
- Time-use and college outcomes
- Misspecifying the shape of a random effects distribution: why getting it wrong may not matter
- A semi-parametric mixture model in fertility studies
- Testing for independence in a competing risks model
- Sieve \(M\) inference on irregular parameters
- Regression models for positive random variables
- A review of semiparametric mixture models
- The Effect of Sample Selection and Initial Conditions in Duration Models: Evidence from Experimental Data on Training
- New methods for analyzing structural models of labor force dynamics
- Model selection in the presence of incidental parameters
- Generalized semiparametrically structured mixed models
- Nonparametric \(n^{-1/2}\)-consistent estimation for the general transformation models
- Normalization rules for item response models: Simulation results
- Notes on misspecifying the random effects distribution regarding analysis under the AB/BA crossover trial in dichotomous data – a Monte Carlo evaluation
- A structural labour supply model with flexible preferences.
- Finite mixture for panels with fixed effects
- Heterogeneous demand responses to discrete price changes: an application to the purchase of lottery tickets
- Covariate selection in mixture models with the censored response variable
- A duration model with unobserved heterogeneity as a mixture of Dirichlet processes
- Comment: Minimalist \(g\)-modeling
- Estimating the effect of unemployment insurance compensation on the labor market histories of displaced workers
- Semiparametric Mixtures of Generalized Exponential Families
- Structural estimation of real options models
- Estimating Second Order Probability Beliefs from Subjective Survival Data
- Regularity in individual shopping trips: implications for duration models in marketing
- Generating pseudo-random variables from mixture models by exemplary sampling
- TESTING FOR HOMOGENEITY IN MIXTURE MODELS
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