Prediction in a duration model

Predictors of mean duration and an arbitrary quantile are given for the Weibull regression model for duration data. Associated prediction variances arising from maximum likelihood and least squares estimation are given. In an empirical example, based on duration of employment data, the uses of vario...

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Bibliographic Details
Published in:Journal of forecasting 1986-04, Vol.5 (2), p.97-103
Main Author: Brannas, Kurt
Format: Article
Language:English
Subjects:
Duration model
Duration of employment
Estimates
Mathematical models
Methodology (Data Analysis)
Prediction
Prediction Models
Predictions
Quantitative Methods
Regression analysis
Statistical analysis
Statistical methods
Statistics
statistik
Time
Weibull distribution
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Summary:Predictors of mean duration and an arbitrary quantile are given for the Weibull regression model for duration data. Associated prediction variances arising from maximum likelihood and least squares estimation are given. In an empirical example, based on duration of employment data, the uses of various model diagnostics and the predictors are illustrated.
ISSN:0277-6693
1099-131X
1099-131X
DOI:10.1002/for.3980050203