Artikel
A Bayesian Analysis of Unobserved Heterogeneity for Unemployment Duration Data in the Presence of Interval Censoring
In this paper, we discuss Bayesian inference of unobserved heterogeneity for unemployment duration data in the presence of right and interval-censoring, and non-proportionality. We employ accelerated failure time models with three different distributional assumptions: log-logistic, log-normal, and Weibull models, and use members of an exponential family of distributions for considering unobserved heterogeneity. We adopt a Bayesian approach, using Markov Chain Monte Carlo via WinBUGS software, to analyze the data. The proposed approach is illustrated using the unemployment duration data set of Iran in 2009. A sensitivity analysis using different latent variable models of the exponential family is also considered. After checking convergence, using the Gelman-Rubin diagnostic test, we compared different distributional assumptions using the DIC3 criterion. Our findings reveal significant discrepancies in unemployment duration based on different covariates for the sample population of Iran in 2009.
- Language
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Englisch
- Bibliographic citation
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Journal: International Econometric Review (IER) ; ISSN: 1308-8815 ; Volume: 6 ; Year: 2014 ; Issue: 1 ; Pages: 24-41 ; Ankara: Econometric Research Association (ERA)
- Classification
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Wirtschaft
Bayesian Analysis: General
Duration Analysis; Optimal Timing Strategies
- Subject
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Accelerated Failure Time Model
Bayesian Analysis
Interval Censoring
Kaplan-Meier Method
MCMC
- Event
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Geistige Schöpfung
- (who)
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Ganjali, Mojtaba
Baghfalaki, T.
Berridge, D.
- Event
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Veröffentlichung
- (who)
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Econometric Research Association (ERA)
- (where)
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Ankara
- (when)
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2014
- DOI
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doi:10.33818/ier.278029
- Handle
- Last update
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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
- Artikel
Associated
- Ganjali, Mojtaba
- Baghfalaki, T.
- Berridge, D.
- Econometric Research Association (ERA)
Time of origin
- 2014
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Separability of Duration Dependence and Unobserved Heterogeneity
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Unobserved heterogeneity in multiple-spell multiple-states duration models
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Rent Control and Unemployment Duration
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Fast approximations of pseudo‐observations in the context of right censoring and interval censoring
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Maximum likelihood estimation for survey data with informative interval censoring
Separability of Duration Dependence and Unobserved Heterogeneity
The Unobserved Heterogeneity Distribution in Duration Analysis
Partial identification and inference in duration models with endogenous censoring
Unobserved heterogeneity in multiple-spell multiple-states duration models
Unobserved Heterogeneity in Multiple-Spell Multiple-States Duration Models
Sensitivity analysis for unobserved confounding in causal mediation analysis allowing for effect modification, censoring and truncation
Numeracy and Unemployment Duration