Semiparametric Estimation of a Proportional Hazard Model With Unobserved Heterogeneity.

The proportional hazard model with unobserved heterogeneity gives the hazard function of a random variable conditional on covariates and a second random variable representing unobserved heterogeneity. This paper shows how to estimate the baseline hazard function and the distribution of the unobserved heterogeneity nonparametrically.

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Year of publication:	1997
Authors:	Horowitz, J.
Institutions:	Department of Economics, Tippie College of Business
Subject:	STATISTICS \| EVALUATION

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	37 pages
Classification:	C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005560347