Stratified partial likelihood estimation

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 component. We propose an estimator...

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Bibliographic Details
Published in:Journal of econometrics 1999-10, Vol.92 (2), p.193-232
Main Authors: Ridder, Geert, Tunalı, İnsan
Format: Article
Language:English
Subjects:
Asia
Asia, Southeastern
Child mortality
Counting process
Demography
Developing Countries
Econometric models
Econometrics
Estimation
Estimation bias
Exact sciences and technology
Fixed effect
Infant Mortality
Linear inference, regression
Malaysia
Mathematics
Modelling
Mortality
Partial likelihood
Population
Population Dynamics
Probability
Probability and statistics
Regression analysis
Risk
Sciences and techniques of general use
Statistics
Statistics as Topic
Studies
Unobserved heterogeneity
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Summary: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 component. We propose an estimator that responds to these concerns and develop a specification test for detecting unobserved unit-specific effects. Data from Malaysia reveal that concentration of child mortality in some families is imperfectly explained by observed explanatory variables, and that failure to control for unobserved heterogeneity seriously biases the parameter estimates.
ISSN:0304-4076
1872-6895
DOI:10.1016/S0304-4076(98)00090-6