Arbeitspapier
Inference for shared-frailty survival models with left-truncated data
Shared-frailty survival models specify that systematic unobserved determinants of duration outcomes are identical within groups of individuals. We consider random-effects likelihood-based statistical inference if the duration data are subject to left-truncation. Such inference with left-truncated data can be performed in the Stata software package. We show that with left-truncated data, the commands ignore the weeding-out process before the left-truncation points, affecting the distribution of unobserved determinants among group members in the data, that is, among the group members who survive until their truncation points. We critically examine studies in the statistical literature on this issue as well as published empirical studies that use the commands. Simulations illustrate the size of the (asymptotic) bias and its dependence on the degree of truncation. We provide a Stata command file that maximizes the likelihood function that properly takes account of the interplay between truncation and dynamic selection.
- Language
-
Englisch
- Bibliographic citation
-
Series: IZA Discussion Papers ; No. 6031
- Classification
-
Wirtschaft
Duration Analysis; Optimal Timing Strategies
Multiple or Simultaneous Equation Models: Truncated and Censored Models; Switching Regression Models
- Subject
-
stata
duration analysis
left-truncation
likelihood function
dynamic selection
hazard rate
unobserved heterogeneity
twin data
Statistische Bestandsanalyse
Inferenzstatistik
Maximum-Likelihood-Methode
- Event
-
Geistige Schöpfung
- (who)
-
van den Berg, Gerard J.
Drepper, Bettina
- Event
-
Veröffentlichung
- (who)
-
Institute for the Study of Labor (IZA)
- (where)
-
Bonn
- (when)
-
2011
- Handle
- URN
-
urn:nbn:de:101:1-201110263752
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- van den Berg, Gerard J.
- Drepper, Bettina
- Institute for the Study of Labor (IZA)
Time of origin
- 2011
Other Objects (12)
Inference for shared-frailty survival models with left-truncated data
Inference for Shared-Frailty Survival Models with Left-Truncated Data
Inference for shared-frailty survival models with left-truncated data
Inference for shared-frailty survival models with left-truncated data
Shared Frailty-Modelle zur Analyse von Überlebenszeiten : ein Vergleich von Software-Lösungen
A shared frailty model for multivariate longitudinal data on adverse event of radiation therapy
Competing risks models for adverse events and a view towards left-truncated event histories
The Truncated Moment Problem
Frailty Is Not My Name
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Frailty models in survival analysis
Gesellschaftliche Dimensionen von Frailty (Gebrechlichkeit)
Inference for shared-frailty survival models with left-truncated data
Inference for Shared-Frailty Survival Models with Left-Truncated Data
Inference for shared-frailty survival models with left-truncated data
Inference for shared-frailty survival models with left-truncated data
Shared Frailty-Modelle zur Analyse von Überlebenszeiten : ein Vergleich von Software-Lösungen
A shared frailty model for multivariate longitudinal data on adverse event of radiation therapy
Competing risks models for adverse events and a view towards left-truncated event histories
The Truncated Moment Problem
Frailty Is Not My Name
Gesellschaftliche Dimensionen von Frailty (Gebrechlichkeit)
Frailty models in survival analysis
Gesellschaftliche Dimensionen von Frailty (Gebrechlichkeit)
Inference for shared-frailty survival models with left-truncated data
Inference for Shared-Frailty Survival Models with Left-Truncated Data
Inference for shared-frailty survival models with left-truncated data
Inference for shared-frailty survival models with left-truncated data
Shared Frailty-Modelle zur Analyse von Überlebenszeiten : ein Vergleich von Software-Lösungen
A shared frailty model for multivariate longitudinal data on adverse event of radiation therapy
Competing risks models for adverse events and a view towards left-truncated event histories
The Truncated Moment Problem
Frailty Is Not My Name
Gesellschaftliche Dimensionen von Frailty (Gebrechlichkeit)
Frailty models in survival analysis