INSEAD Library

Doriot: for 2012-2013 courses

Includes bibliographical references and index

Digitized

Event History Analysis with Stata Contents Preface vii 1 Introduction 1 1.1 Causal Modeling and Observation Plans ........................................ 4 1.1.1 Cross-Sectional Data .......................................................... 5 1.1.2 Panel Data ........................................................................ 13 1.1.3 Event History Data ............................................................ 19 1.2 Event History Analysis and Causal Modeling ................................ 21 2 Event History Data Structures 38 2.1 Basic Terminology ........................................................................... 38 2.2 Event History Data Organization .................................................. 42 3 Nonparametric Descriptive Methods 3.1 Life Table Method ............................................................................. 3.2 Product-Limit Estimation .............................................................. 3.3 Comparing Survivor Functions ..................................................... 58 58 72 76 4 Exponential Transition Rate Models 87 4.1 The Basic Exponential Model ......................................................... 88 4.1.1 Maximum Likelihood Estimation ........................................ 89 4.1.2 Models without Covariates ................................................. 91 4.1.3 Time-Constant Covariates .................................................. 94 4.2 Models with Multiple Destinations .............................................. 101 4.3 Models with Multiple Episodes .................................................... 109 5 Piecewise Constant Exponential Models 5.1 The Basic Model ............................................................................ 5.2 Models without Covariates ........................................................... 5.3 Models with Proportional Covariate Effects ................................. 5.4 Models with Period-Specific Effects .............................................. 6 Exponential Models with Time-Dependent Covariates 6.1 Parallel and Interdependent Processes ...................................... 6.2 Interdependent Processes: The System Approach ...................... 6.3 Interdependent Processes: The Causal Approach ...................... 6.4 Episode Splitting with Qualitative Covariates ............................ 6.5 Episode Splitting with Quantitative Covariates .......................... 6.6 Application Examples .................................................................. 116 116 118 122 123 128 128 131 135 137 147 152 7 Parametric Models of Time-Dependence 7.1 Interpretation of Time-Dependence .............................................. 7.2 Gompertz Models............................................................................ 7.3 Weibull Models ................................................................................ 7.4 Log-Logistic Models .......................................................................... 7.5 Log-Normal Models .......................................................................... 8 Methods to Check Parametric Assumptions 182 183 186 196 204 210 216 8.1 Simple Graphical Methods ........................................................... 216 8.2 Pseudoresiduals .......................................................................... 218 9 Semiparametric Transition Rate Models 9.1 Partial Likelihood Estimation ....................................................... 9.2 Time-Dependent Covariates .......................................................... 9.3 The Proportionality Assumption .................................................. 9.4 Baseline Rates and Survivor Functions ...................................... 9.5 Application Example ...................................................................... 10 Problems of Model Specification 10.1 Unobserved Heterogeneity ........................................................... 10.2 Models with a Mixture Distribution ........................................... 10.2.1 Models with a Gamma Mixture ....................................... 10.2.2 Exponential Models with a Gamma Mixture .................. 10.2.3 Weibull Models with a Gamma Mixture .......................... 10.3 Discussion ................................................................................. References 271 About the Authors Index 295 293 223 224 228 233 238 243 247 247 253 256 259 261 265