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Time-discrete nonparametric hazard model using panel data

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Abstract

In this contribution a nonparametric estimator for the hazard function will be presented for time-discrete survival analysis. The estimator is derived from a likelihood function based upon time-discrete counting processes. With martingale techniques asymptotic properties of the estimator of the cumulative hazard function are shown. Since we consider a nonparametric approach no exploratory variables are considered in the empirical example. For analyzing the remigrant behavior of different foreign nations (Italy, Yugoslavia, Greece, Spain and Turkey) the Socio-Economic Panel (SOEP) is used as a data basis. The estimations are carried out with a module of PRODISA, a program package developed for the analysis of time-discrete duration and panel data for the nonparametric and (semi)parametric case.

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Authors and Affiliations

  1. Universität Konstanz, SFB 178, 78434, Konstanz, Germany

    Beatrix Brecht

Authors
  1. Beatrix Brecht
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  2. Leo Brecht
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Additional information

We are grateful to the German Science Foundation (DFG) for financial support.

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Brecht, B., Brecht, L. Time-discrete nonparametric hazard model using panel data. Statistical Papers 37, 165–176 (1996). https://doi.org/10.1007/BF02926580

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  • DOI: https://doi.org/10.1007/BF02926580

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