ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA

DOI10.1017/S0266466608080493zbMath1284.62607OpenAlexW2040301765MaRDI QIDQ3632417

Sokbae Lee

Publication date: 11 June 2009

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466608080493

Mathematics Subject Classification ID

Censored data models (62N01) Monte Carlo methods (65C05)

Related Items (5)

NONPARAMETRIC ESTIMATION OF GENERALIZED TRANSFORMATION MODELS WITH FIXED EFFECTS ⋮ Linear fixed-effects estimation with nonrepeated outcomes ⋮ Identification of time-varying transformation models with fixed effects, with an application to unobserved heterogeneity in resource shares ⋮ Joint modeling for mixed-effects quantile regression of longitudinal data with detection limits and covariates measured with error, with application to AIDS studies ⋮ Root-\(N\)-consistent estimation of fixed-effect panel data transformation models with censoring

Cites Work

• Unnamed Item
• Semiparametric estimation of a panel data proportional hazards model with fixed effects
• Partial rank estimation of duration models with general forms of censoring
• Large sample behaviour of the product-limit estimator on the whole line
• Regression analysis with randomly right-censored data
• Some properties of the Kaplan-Meier estimator for independent nonidentically distributed random variables
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Uniform consistency of the kernel conditional Kaplan-Meier estimate
• Linear regression with censoring
• Semiparametric methods in econometrics
• The incidental parameter problem since 1948
• Stratified partial likelihood estimation
• Direct estimation of the index coefficient in a single-index model
• Asymptotic theory for the frailty model
• Analysis of transformation models with censored data
• Nonparametric estimation of the bivariate survival function with an application to vertically transmitted AIDS
• Nonparametric estimation of successive duration times under dependent censoring
• Nonparametric estimation of the gap time distribution for serial events with censored data
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable
• Semiparametric Estimation of Index Coefficients
• An Efficient Semiparametric Estimator for Binary Response Models

This page was built for publication: ESTIMATING PANEL DATA DURATION MODELS WITH CENSORED DATA