Stratified Partial Likelihood Estimation

Geert Ridder () and I. Tunali

Working Papers from Koc University

Abstract: When multiple durations are generated by a single unit, they may be related in a way that is not fully captured by the regressors. The omitted unit-specific variables might vary over the durations. They might also be correlated with the variables in the regression compenent. We propose an estimator that responds to these concerns and develop a specification test for detecting unobserved unit-specific effects.

Keywords: EVALUATION; LIKELIHOOD; CHILDREN; MORTALITY (search for similar items in EconPapers)
JEL-codes: C14 C41 J13 (search for similar items in EconPapers)
Pages: 56 pages
Date: 1997
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Citations: View citations in EconPapers (2)

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Journal Article: Stratified partial likelihood estimation (1999)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:kocuni:1997/17

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