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Title: Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects
Resulting in 1 citation.
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Horowitz, Joel L. Lee, Sokbae |
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Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects Journal of Econometrics 119,1 (March 2004): 155-198. Also: http://www.sciencedirect.com/science/article/pii/S0304407603002033 Cohort(s): NLSY79 Publisher: Elsevier Keyword(s): Modeling, Fixed Effects; Modeling, Hazard/Event History/Survival/Duration; Monte Carlo; Statistical Analysis; Work History This paper considers a panel duration model that has a proportional hazards specification with fixed effects. The paper shows how to estimate the baseline and integrated baseline hazard functions without assuming that they belong to known, finite-dimensional families of functions. Existing estimators assume that the baseline hazard function belongs to a known parametric family. Therefore, the estimators presented here are more general than existing ones. This paper also presents a method for estimating the parametric part of the proportional hazards model with dependent right censoring, under which the partial likelihood estimator is inconsistent. The paper presents some Monte Carlo evidence on the small sample performance of the new estimators. |
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Bibliography Citation
Horowitz, Joel L. and Sokbae Lee. "Semiparametric Estimation of a Panel Data Proportional Hazards Model with Fixed Effects." Journal of Econometrics 119,1 (March 2004): 155-198.
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