Showing 1 - 10 of 2,205
The purpose of this study is to investigate the effect of time- aggregation in discrete and continuous-time hazard models. A Monte Carlo study is conducted in which data are generated according to underlying continuous and discrete-time processes, which data are aggregated into daily, weekly and...
Persistent link: https://www.econbiz.de/10005522985
This research develops semiparametric kernel-based estimators of state-specific conditional transition intensitiesm, hs (y|x), for duration models with right-censoring and/or multiple destinations (competing risks). Both discrete and continous duration data are considered. The maintained...
Persistent link: https://www.econbiz.de/10005609551
The purpose of this study is to investigate the effect of time-aggregation in discrete and contunous-time hazard models. A Monte Carlo study is conducted in which data are generated according to underlying contunous and discrete-time processes, which data are aggregated into daily, weekly and...
Persistent link: https://www.econbiz.de/10005474994
Many widely used models, including proportional hazards models with un- observed heterogeneity, can be written in the form (Y ) = min[ 0 X + U; C], where is an unknown increasing function, the error term U has unknown distribution function and is independent of X, C is a random censoring...
Persistent link: https://www.econbiz.de/10005478624
This research develops semiparametric kernel-based estimators of state-specific conditional transition intensitiesm, hs (y|x), for duration models with right-censoring and/or multiple destinations (competing risks). Both discrete and continous duration data are considered. The maintained...
Persistent link: https://www.econbiz.de/10005543524
Endogenous sampling with matching (also called gmixed samplingh) occurs when the statistician samples from the non-right- censored subset at a predetermined proportion and matches on one or more exogenous variables when sampling from the right-censored subset. This is widely applied in the...
Persistent link: https://www.econbiz.de/10004975783
We examine use of the likelihood ratio (LR) statistics to test for unobserved heterogeneity in duration models, based on mixtures of exponential or Weibull distributions. We consider both the uncensored and censored duration cases. The asymptotic null distribution of the LR test statistics is...
Persistent link: https://www.econbiz.de/10005109541
In this work we study the effect of several covariates X on a censored response variable T with unknown probability distribution. A semiparametric model is proposed to consider situations where the functional form of the effect of one or more covariates is unknown. We provide its estimation...
Persistent link: https://www.econbiz.de/10005187593
Between one and two million migrants reside in cramped conditions in Nairobi’s slums without proper access to sanitation or affordable clean water. Children in such areas are exposed to enormous risks, health risks in particular. Using longitudinal data collected every four months during the...
Persistent link: https://www.econbiz.de/10005233905
High drop-out rates and low graduation rates have become an issue of growing interest for higher education institutions and academic authorities. Since 2003, the University of Antioquia started a process of identification of the main factors associated with this phenomenon. This article presents...
Persistent link: https://www.econbiz.de/10005243296