Gamma Duration Models with Heterogeneity
在工伤保险非工作时段数据中，使用广义伽马分布族作为结构模型，并用非参数和参数方法控制异质性，发现两种方法效果相当，且广义伽马分布拟合最佳，指数分布最差。
In the authors' analysis of nonwork spells for Workers Compensation Insurance, they use the family of generalized gamma distributions for the structural model of failure time and both nonparametric and parametric controls for heterogeneity. These specifications allow for nested likelihood tests of not only the correct form for parametric heterogeneity, but for the structural distributions as well. The authors find in their data that while heterogeneity is important, both parametric and nonparametric types of control do about equally well. The best (in terms of statistical fit) structural distribution is the generalized gamma function; the exponential distribution fits especially poorly. Copyright 1991 by MIT Press.