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Bayesian Analysis of Hazard Regression Models under Order Restrictions on Covariate Effects and Ageing
Bhattacharjee, Arnab; Bhattacharjee, Madhuchhanda - Volkswirtschaftliche Fakultät, … - 2007
possibly age-varying (non-proportional), and there is multiplicative frailty with arbitrary distribution. Our framework … incorporates a wide variety of order restrictions on covariate dependence and duration dependence (ageing). We propose estimation … on the nature of ageing. For example, relevant theory may suggest that the baseline hazard function decreases with age …
Persistent link: https://www.econbiz.de/10005787182
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Gene selection for survival data under dependent censoring: a copula-based approach
Emura, Takeshi; Chen, Yi-Hau - Volkswirtschaftliche Fakultät, … - 2014
Dependent censoring arises in biomedical studies when the survival outcome of interest is censored by competing risks. In survival data with microarray gene expressions, gene selection based on the univariate Cox regression analyses has been used extensively in medical research, which however,...
Persistent link: https://www.econbiz.de/10011112404
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Default probability estimation in small samples - with an application to sovereign bonds
Orth, Walter - Volkswirtschaftliche Fakultät, … - 2011
In small samples and especially in the case of small true default probabilities, standard approaches to credit default probability estimation have certain drawbacks. Most importantly, standard estimators tend to underestimate the true default probability which is of course an undesirable...
Persistent link: https://www.econbiz.de/10009323214
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Bayesian Survival Modelling of University Outcomes
Vallejos, Catalina; Steel, Mark F. J. - Volkswirtschaftliche Fakultät, … - 2014
The aim of this paper is to model the length of registration at university and its associated academic outcome for undergraduate students at the Pontificia Universidad Cat´olica de Chile. Survival time is defined as the time until the end of the enrollment period, which can relate to different...
Persistent link: https://www.econbiz.de/10011108352
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Unemployment durations after temporary work: Evidence for Great Britain and Germany
Dekker, Ronald - Volkswirtschaftliche Fakultät, … - 2008
Unemployment durations are determined by a number of factors. According to mainstream economics theory, unemployment durations are shorter in a more flexible labour market. In this paper, we hypothesize that workers who had a temporary contract before the spell of unemployment will experience...
Persistent link: https://www.econbiz.de/10005836740
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İşletme Kuluçkalarında Sunulan Destek Hizmetlerinin Yeni Kurulan Firmaların Hayatta Kalabilirliği Üzerine Etkisi: İş Geliştirme Merkezleri (İŞGEM) Örneği
Murat, Karaoz; Murat Ali, Dulupcu; Mesut, Albeni; … - Volkswirtschaftliche Fakultät, … - 2012
Business incubators are mechanisms which aim to formation and development of new ventures and to survive of these ventures through various supportive services. The aim of this study is to examine the effects of business incubator programs and its services on tenant firm performance in the...
Persistent link: https://www.econbiz.de/10011258566
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A Simple Test for the Absence of Covariate Dependence in Hazard Regression Models
Bhattacharjee, Arnab - Volkswirtschaftliche Fakultät, … - 2004
discuss an important extension to testing for proportionality of hazards in the presence of individual level frailty with …
Persistent link: https://www.econbiz.de/10005616654
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Calorie and Nutrient Consumption as a Function of Income: A Cross-Country Analysis
Salois, Matthew; Tiffin, Richard; Balcombe, Kelvin - Volkswirtschaftliche Fakultät, … - 2010
The relationship between calorie and nutrient (fat, protein, and carbohydrates) intake as a function of income is explored using data for 171 countries over two time periods 1990-1992 and 2003-2005. Three types of analysis are employed: i) nonparametric, ii) panel regressions, and iii) quantile...
Persistent link: https://www.econbiz.de/10008615047
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An Infinite Hidden Markov Model for Short-term Interest Rates
Maheu, John M; Yang, Qiao - Volkswirtschaftliche Fakultät, … - 2015
The time-series dynamics of short-term interest rates are important as they are a key input into pricing models of the term structure of interest rates. In this paper we extend popular discrete time short-rate models to include Markov switching of infinite dimension. This is a Bayesian...
Persistent link: https://www.econbiz.de/10011185700
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Bayesian Cross-Sectional Analysis of the Conditional Distribution of Earnings of Men in the United States, 1967-1996: Appendices
Geweke, John; Keane, Michael - Volkswirtschaftliche Fakultät, … - 2005
This study develops practical methods for Bayesian nonparametric inference in regression models. The emphasis is on extending a nonparametric treatment of the regression function to the full conditional distribution. It applies these methods to the relationship of earnings of men in the United...
Persistent link: https://www.econbiz.de/10011108700