Bayesian Estimation of Cox Models with Non-nested Random Effects: an Application to the Ratification Of ILO Conventions by Developing Countries

We use a multivariate hazard model to analyse the ratification of ILO conventions by developing countries. The model accounts for two random effects: one at the country level, the other at the convention level. After investigating identification, we use a semi-parametric Bayesian approach based on the partial likelihood. We find diverging results between Bayesian and frequentist estimates concerning the importance of the two unobserved heterogeneities

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Year of publication:	2008
Authors:	HORNY, Guillaume ; DJURDJEVIC, Dragana ; BOOCKMANN, Bernhard ; LAISNEY, François
Published in:	Annales d'Economie et de Statistique. - École Nationale de la Statistique et de l'Admnistration Économique (ENSAE). - 2008, 89, p. 193-214
Publisher:	École Nationale de la Statistique et de l'Admnistration Économique (ENSAE)

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008619324