Generalized Weibull Distributions

Mansi Sharma and Steven Stern

Department of Economics Working Papers from Stony Brook University, Department of Economics

Abstract: We develop a new polynomial series generalization of the Weibull estimator using polynomials in log t in a Cox proportional hazards baseline hazard. We also show that we can allow the baseline hazard to depend on an observed explanatory variable. We provide two examples of how it can work: US life tables and first marriage and first birth in India. The India example shows the relationship between observed heterogeneity and duration dependence bias.

Date: 2024
New Economics Papers: this item is included in nep-ecm
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Persistent link: https://EconPapers.repec.org/RePEc:nys:sunysb:24-05

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