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Stratified partial likelihood estimation.

Authors
  • Ridder, G
  • Tunali, I
Type
Published Article
Journal
Journal of Econometrics
Publisher
Elsevier
Publication Date
Oct 01, 1999
Volume
92
Issue
2
Pages
193–232
Identifiers
PMID: 12322577
Source
Medline
Keywords
Language
English
License
Unknown

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 component. The authors 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.

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