Abstract
In event history data, events often are not dated exactly but only a time interval is recorded. In contrast, common estimators for transition rate models assume exactly dated events. While the maximum likelihood method can be adapted quite easily to time intervals for the end of episodes when the starting point is exactly known, interval dating for the starting points leads to problems of unobserved heterogeneity. Using a distributional assumption for the starting points, a maximum likelihood estimator is derived for that case. A Monte-Carlo experiment shows that by this approach unbiased estimates can be derived while conventional estimators yield substantially biased estimates if broad time-intervals are used. However, for narrow intervals, estimates based on the assumption of exact dating prove to be rather accurate.
Similar content being viewed by others
Literatur
Arminger, G. (1984): Modelltheoretische Probleme bei der Analyse von Paneldaten mit qualitativen Variablen, in: DIW-Vierteljahrshefte zur Wirtschaftsforschung 4/1984, S. 470–480.
Cox, D. R. (1972): Regression Models and Life Tables, Journal of the Royal Statistical Society B, Bd. 34, S. 187–202
Cox, D. R. (1975): Partial Likelihood, in: Biometrika 62, S. 262–276
Hanefeld, U. (1984), Das Sozio-ökonomische Panel—Eine Längsschnittstudie für die Bundesrepublik Deutschland, in: Vierteljahrshefte zur Wirtschaftsforschung 4/1984, S. 391–406
Heckman, J., Singer, B. (1984): A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data, in: Econometrica, Bd. 52, S. 271–320
Kalbfleisch, J. D., Prentice, R. C. (1980): The Statistical Analysis of Failure Time Data, New York
Lawless, J. F. (1982): Statistical Models and Methods for Lifetime Data, New York
Tuma, M. (1979): Invoking RATE, 2. Aufl. Menlo Park
Tuma, M., Hannan, M. (1984): Social Dynamics, Orlando
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Galler, H.P. Übergangsratenmodelle bei intervalldatierten Ereignissen. Statistische Hefte 27, 1–22 (1986). https://doi.org/10.1007/BF02932552
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/BF02932552