Arbeitspapier
Non-parametric Identification of the Mixed Hazards Model with Interval-Censored Durations
Econometric duration data are typically interval-censored, that is, not directly observed, but observed to fall within a known interval. Known non-parametric identification results for duration models with unobserved heterogeneity rely crucially on exact observation of durations at a continuous scale. Here, it is established that the mixed hazards model is non-parametrically identified through covariates that vary over time within durations as well as between observations when durations are interval-censored. The results hold for the mixed proportional hazards model as a special case.
- Language
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Englisch
- Bibliographic citation
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Series: Discussion Papers ; No. 539
- Classification
-
Wirtschaft
Duration Analysis; Optimal Timing Strategies
- Subject
-
duration analysis
interval-censoring
non-parametric identification
- Event
-
Geistige Schöpfung
- (who)
-
Brinch, Christian N.
- Event
-
Veröffentlichung
- (who)
-
Statistics Norway, Research Department
- (where)
-
Oslo
- (when)
-
2008
- Handle
- Last update
-
10.03.2025, 11:42 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the 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
- Brinch, Christian N.
- Statistics Norway, Research Department
Time of origin
- 2008
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Geoadditive hazard regression for interval censored survival times
Nonparametric quantile regression for twice censored data
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The confidence interval of the cross-sectional distribution of durations
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Confidence regions, non-parametric regression
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Regression and residual analysis in linear models with interval censored data
Regression and residual analysis in linear models with interval censored data
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Geoadditive hazard regression for interval censored survival times
Nonparametric quantile regression for twice censored data
Optimal designs for inspection times of interval-censored data
The confidence interval of the cross-sectional distribution of durations
Does a third bound help? Parametric and nonparametric welfare measures from a CV interval data study
Confidence regions, non-parametric regression
On non-parametric fatigue optimization
Recovering Income Distribution in the Presence of Interval-Censored Data
Verified solution of parametric interval linear systems
Regression and residual analysis in linear models with interval censored data