2014
DOI: 10.4054/demres.2014.30.58
|View full text |Cite
|
Sign up to set email alerts
|

Multistate event history analysis with frailty

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
2
1
1
1

Citation Types

0
30
0
1

Year Published

2015
2015
2024
2024

Publication Types

Select...
9

Relationship

0
9

Authors

Journals

citations
Cited by 30 publications
(31 citation statements)
references
References 45 publications
0
30
0
1
Order By: Relevance
“…An interesting application of the semi-Markov process in the labour flow analysis appears in the papers of Schumm (2009) and Bijwaard (2014). By Schumm the semi-Markov process allows a more realistic description of behavior of an individual in a labour market, using the German labour flow data.…”
Section: Literature Reviewmentioning
confidence: 99%
“…An interesting application of the semi-Markov process in the labour flow analysis appears in the papers of Schumm (2009) and Bijwaard (2014). By Schumm the semi-Markov process allows a more realistic description of behavior of an individual in a labour market, using the German labour flow data.…”
Section: Literature Reviewmentioning
confidence: 99%
“…Analogously, d i,ju,s is 1 if there is a transition from job to unemployment. Our Stata code for estimation is largely based upon that of Bijwaard ().…”
Section: Econometric Frameworkmentioning
confidence: 99%
“…., S are the spells of individual i, and d i,uj,s is a dummy that is 1 if there is a transition from unemployment to any job at the spell s. Analogously, d i,ju,s is 1 if there is a transition from job to unemployment. Our Stata code for estimation is largely based upon that of Bijwaard (2014). Table 3 presents the results for our benchmark model.…”
Section: Econometric Frameworkmentioning
confidence: 99%
“…Models with frailty terms also provide more accurate estimates of individual-level covariates (Bijwaard 2014), and consider unobserved heterogeneity. When using a Cox model or a logistic discrete-time model (with or without a random intercept), one usually estimates a separate model for each competing risk (i.e., typical subsequences of changes here).…”
Section: Estimation Methodsmentioning
confidence: 99%