The choice of a mixing distribution in duration models. (English) Zbl 0744.62153
Summary: The P. Hougaard mixing distribution [Biometrika 73, 387-396 (1986; Zbl 0603.62015)] is considered for a Weibull duration model. This distribution is flexible and also encompasses the gamma and the inverse Gaussian distributions making it useful in discriminating between alternate distributions.
Keywords:
Hougaard mixing distribution; gamma distribution; Weibull duration model; inverse Gaussian distributionsCitations:
Zbl 0603.62015References:
| [1] | Burdett, K.; Kiefer, N. M.; Sharma, S., Layoffs and duration dependence in a model of turnover, Journal of Econometrics, 28, 51-62 (1985) · Zbl 0584.60096 |
| [2] | Dean, C.; Lawless, J. F.; Willmot, G. E., A mixed Poisson-inverse Gaussian regression model, The Canadian Journal of Statistics, 17, 171-181 (1989) · Zbl 0679.62051 |
| [3] | Elbers, C.; Ridder, G., True and spurious duration dependence: The identifiability of the proportional hazard model, Review of Economics Studies, 49, 403-409 (1982) · Zbl 0512.62113 |
| [4] | Heckman, J.; Singer, B., A method for minimizing the impact of distributional assumptions in econometric models for duration data, Econometrica, 52, 271-320 (1984) · Zbl 0547.62077 |
| [5] | Heckman, J.; Singer, B., The identifiability of the proportional hazard model, Review of Economic Studies, 51, 231-241 (1984) · Zbl 0538.90020 |
| [6] | Hougaard, P., Life table methods for heterogeneous populations: Distributions describing the heterogeneity, Biometrica, 71, 75-83 (1984) · Zbl 0553.92013 |
| [7] | Hougaard, P., Survival models for heterogeneous populations derived from stable distributions, Biometrica, 73, 387-396 (1986) · Zbl 0603.62015 |
| [8] | Lancaster, T., Econometric methods for the duration of unemployment, Econometrica, 47, 939-956 (1979) · Zbl 0412.90018 |
| [9] | Lancaster, T., Generalized residuals and heterogeneous duration models: With applications to the Weibull model, Journal of Econometrics, 28, 155-169 (1985) · Zbl 0609.62146 |
| [10] | Lancaster, T.; Chesher, A. D., Residuals, tests and plots with a job Matching application, Annales de l’INSEE, 59/60, 47-70 (1985) |
| [11] | Vaupel, J. W.; Manton, K. G.; Stallard, E., The impact of heterogeneity in individual frailty on the dynamics of mortality, Demography, 16, 439-454 (1979) |
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.
