| DATE: | Thursday, November 11, 2005 |
| TIME: | 1:15 - 2:15 PM |
| PLACE: | LN 2205 |
| SPEAKER: | Zhiliang Ying, Columbia University |
| TITLE: | Analysis of Panel Duration Models with Fixed Effects |
The analysis of duration data has a long tradition in both methodological and empirical research in economics as well as in health sciences. In keeping with the features of most duration data and the requirements of empirical analysis, the recent important developments in duration research have been inference methods for multi-spell (panel) durations, which permit either individual heterogeneity or censored durations or both. Two broad classes of semiparametric models, i.e., the Cox-type proportional hazards model and extended linear model will be discussed in this talk. Unbiased estimating equations will be presented for the latter, with theoretical and numerical justifications. Also to be presented is an application to a well-known study.