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.
- Sprache
-
Englisch
- Erschienen in
-
Series: Working Paper Series ; No. 12-5
- Klassifikation
-
Wirtschaft
Duration Analysis; Optimal Timing Strategies
Multiple or Simultaneous Equation Models: Truncated and Censored Models; Switching Regression Models
- Thema
-
Stata
duration analysis
hazard rate
unobserved heterogeneity
left-truncation
likelihood function
dynamic selection
twin data
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Berg, Gerard J. van den
Drepper, Bettina
- Ereignis
-
Veröffentlichung
- (wer)
-
University of Mannheim, Department of Economics
- (wo)
-
Mannheim
- (wann)
-
2012
- Handle
- URN
-
urn:nbn:de:bsz:180-madoc-307290
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Berg, Gerard J. van den
- Drepper, Bettina
- University of Mannheim, Department of Economics
Entstanden
- 2012
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