Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/58973 
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dc.contributor.authorvan den Berg, Gerard J.en
dc.contributor.authorDrepper, Bettinaen
dc.date.accessioned2012-04-03-
dc.date.accessioned2012-06-15T07:59:18Z-
dc.date.available2012-06-15T07:59:18Z-
dc.date.issued2011-
dc.identifier.piurn:nbn:de:101:1-201110263752en
dc.identifier.urihttp://hdl.handle.net/10419/58973-
dc.description.abstractShared-frailty survival models specify that systematic unobserved determinants of duration outcomes are identical within groups of individuals. We consider random-effects likelihood-based statistical inference if the duration data are subject to left-truncation. Such inference with left-truncated data can be performed in the Stata software package. We show that with left-truncated data, the commands ignore the weeding-out process before the left-truncation points, affecting the distribution of unobserved determinants among group members in the data, that is, among the group members who survive until their truncation points. We critically examine studies in the statistical literature on this issue as well as published empirical studies that use the commands. Simulations illustrate the size of the (asymptotic) bias and its dependence on the degree of truncation. We provide a Stata command file that maximizes the likelihood function that properly takes account of the interplay between truncation and dynamic selection.en
dc.language.isoengen
dc.publisher|aInstitute for the Study of Labor (IZA) |cBonnen
dc.relation.ispartofseries|aIZA Discussion Papers |x6031en
dc.subject.jelC41en
dc.subject.jelC34en
dc.subject.ddc330en
dc.subject.keywordstataen
dc.subject.keywordduration analysisen
dc.subject.keywordleft-truncationen
dc.subject.keywordlikelihood functionen
dc.subject.keyworddynamic selectionen
dc.subject.keywordhazard rateen
dc.subject.keywordunobserved heterogeneityen
dc.subject.keywordtwin dataen
dc.subject.stwStatistische Bestandsanalyseen
dc.subject.stwInferenzstatistiken
dc.subject.stwMaximum-Likelihood-Methodeen
dc.titleInference for shared-frailty survival models with left-truncated data-
dc.typeWorking Paperen
dc.identifier.ppn68959772Xen
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungenen

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