持续时间数据的多段回归模型

Multiple-Spell Regression Models for Duration Data

Journal of the Royal Statistical Society. Series C: Applied Statistics · 1989
被引 35
ABS 3

中文导读

研究了多段持续时间数据的通用模型,揭示了个体连续时段由随机过程生成的理论,并应用于失业持续时间分析,指出单段模型可能导致错误结论。

Abstract

General models for multiple-spell duration data are considered. A general theory which indicates how the successive spells of an individual are generated by an underlying stochastic process is presented. Various special cases of the general model are discussed. The implications of different timescales are investigated: different timescales lead to different underlying stochastic processes such as Markov processes or semi-Markov processes. Occasionally common computer programs for duration data such as SAS, BMDP, GLIM and RATE can be used without further programming. Finally, multiple-spell models are applied to the duration of unemployment, and analysing the data in a single-spell framework is shown to lead to false interpretations and conclusions.

计量经济学统计学劳动经济学社会学