Alternative methods of estimating program effects in event history models

Curtis Eberwein, John Ham, Robert J. LaLonde

    Research output: Contribution to journalArticle

    Abstract

    This paper first investigates the sensitivity of estimates of duration models to the specification of duration dependence. Using data from an experiment involving disadvantaged women in the U.S., we find that estimates of the parameters of hazard models are not sensitive to the way one models duration dependence as long as one uses a flexible functional form. We find that estimates of the expected duration in a state are insensitive to the way one models duration dependence if long spells are observed in the data, but that these are very sensitive to the specification when there are only relatively short spells in the data. We propose and implement alternative summary measures based on the median duration in a spell and show that these are quite robust to the specification of duration dependence.

    Original languageEnglish (US)
    Pages (from-to)249-278
    Number of pages30
    JournalLabour Economics
    Volume9
    Issue number2
    DOIs
    StatePublished - Jun 17 2002

    Fingerprint

    Duration dependence
    Event history
    Median
    Duration models
    Flexible functional forms
    Hazard models
    Experiment

    Keywords

    • Duration models
    • Duration of dependence

    ASJC Scopus subject areas

    • Economics and Econometrics
    • Organizational Behavior and Human Resource Management

    Cite this

    Alternative methods of estimating program effects in event history models. / Eberwein, Curtis; Ham, John; LaLonde, Robert J.

    In: Labour Economics, Vol. 9, No. 2, 17.06.2002, p. 249-278.

    Research output: Contribution to journalArticle

    Eberwein, Curtis ; Ham, John ; LaLonde, Robert J. / Alternative methods of estimating program effects in event history models. In: Labour Economics. 2002 ; Vol. 9, No. 2. pp. 249-278.
    @article{1114fdb888b44a01a77c5493959f1c76,
    title = "Alternative methods of estimating program effects in event history models",
    abstract = "This paper first investigates the sensitivity of estimates of duration models to the specification of duration dependence. Using data from an experiment involving disadvantaged women in the U.S., we find that estimates of the parameters of hazard models are not sensitive to the way one models duration dependence as long as one uses a flexible functional form. We find that estimates of the expected duration in a state are insensitive to the way one models duration dependence if long spells are observed in the data, but that these are very sensitive to the specification when there are only relatively short spells in the data. We propose and implement alternative summary measures based on the median duration in a spell and show that these are quite robust to the specification of duration dependence.",
    keywords = "Duration models, Duration of dependence",
    author = "Curtis Eberwein and John Ham and LaLonde, {Robert J.}",
    year = "2002",
    month = "6",
    day = "17",
    doi = "10.1016/S0927-5371(02)00005-2",
    language = "English (US)",
    volume = "9",
    pages = "249--278",
    journal = "Labour Economics",
    issn = "0927-5371",
    publisher = "Elsevier",
    number = "2",

    }

    TY - JOUR

    T1 - Alternative methods of estimating program effects in event history models

    AU - Eberwein, Curtis

    AU - Ham, John

    AU - LaLonde, Robert J.

    PY - 2002/6/17

    Y1 - 2002/6/17

    N2 - This paper first investigates the sensitivity of estimates of duration models to the specification of duration dependence. Using data from an experiment involving disadvantaged women in the U.S., we find that estimates of the parameters of hazard models are not sensitive to the way one models duration dependence as long as one uses a flexible functional form. We find that estimates of the expected duration in a state are insensitive to the way one models duration dependence if long spells are observed in the data, but that these are very sensitive to the specification when there are only relatively short spells in the data. We propose and implement alternative summary measures based on the median duration in a spell and show that these are quite robust to the specification of duration dependence.

    AB - This paper first investigates the sensitivity of estimates of duration models to the specification of duration dependence. Using data from an experiment involving disadvantaged women in the U.S., we find that estimates of the parameters of hazard models are not sensitive to the way one models duration dependence as long as one uses a flexible functional form. We find that estimates of the expected duration in a state are insensitive to the way one models duration dependence if long spells are observed in the data, but that these are very sensitive to the specification when there are only relatively short spells in the data. We propose and implement alternative summary measures based on the median duration in a spell and show that these are quite robust to the specification of duration dependence.

    KW - Duration models

    KW - Duration of dependence

    UR - http://www.scopus.com/inward/record.url?scp=0036267984&partnerID=8YFLogxK

    UR - http://www.scopus.com/inward/citedby.url?scp=0036267984&partnerID=8YFLogxK

    U2 - 10.1016/S0927-5371(02)00005-2

    DO - 10.1016/S0927-5371(02)00005-2

    M3 - Article

    VL - 9

    SP - 249

    EP - 278

    JO - Labour Economics

    JF - Labour Economics

    SN - 0927-5371

    IS - 2

    ER -