2005
DOI: 10.1111/j.1540-5907.2006.00178.x
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Selection Bias and Continuous‐Time Duration Models: Consequences and a Proposed Solution

Abstract: This article analyzes the consequences of nonrandom sample selection for continuous-time duration analyses and develops a new estimator to correct for it when necessary. We conduct a series of Monte Carlo analyses that estimate common duration models as well as our proposed duration model with selection. These simulations show that ignoring sample selection issues can lead to biased parameter estimates, including the appearance of (nonexistent) duration dependence. In addition, our proposed estimator is found … Show more

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Cited by 114 publications
(99 citation statements)
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“…By definition, however, rebel organizations are observed only once they engage in conflict, and it is difficult to set up a super sample of "potential groups" to consider selection to conflict. to our knowledge there exists no global data set on political organizations of which rebel organizations would be a subset, and the only available estimator of which we are aware (Boehmke, Morey, and Shannon 2006) does not allow for time-varying covariates and is restricted to a correlation coefficient between -.25 and .25. 93 Buhaug, gates, and lujala 2009. in particular, the cold war period is characterized by "robust rebellion" that benefits rebel organizations; it in turn is associated with long durations.…”
Section: Robustness Checksmentioning
confidence: 99%
“…By definition, however, rebel organizations are observed only once they engage in conflict, and it is difficult to set up a super sample of "potential groups" to consider selection to conflict. to our knowledge there exists no global data set on political organizations of which rebel organizations would be a subset, and the only available estimator of which we are aware (Boehmke, Morey, and Shannon 2006) does not allow for time-varying covariates and is restricted to a correlation coefficient between -.25 and .25. 93 Buhaug, gates, and lujala 2009. in particular, the cold war period is characterized by "robust rebellion" that benefits rebel organizations; it in turn is associated with long durations.…”
Section: Robustness Checksmentioning
confidence: 99%
“…Table 24 This is left for future research. For a continuous-time hazard, a full information maximum-likelihood estimator was recently proposed by Boehmke et al (2006). 25 E.g.…”
Section: Endogenous Subsidy Choicementioning
confidence: 99%
“…117 King and Zeng 2006. 118 Boehmke, Morey, and Shannon 2006. may serve as a window into the highly contingent process by which political events are created and interpreted in a democratic society.…”
mentioning
confidence: 99%