Duration Data
1
Recording Duration Data
Given the possibility of censoring and truncation, Table 1 illustrates a good way to record duration
data.1 By recording the analysis times during which cases are observed (t0 and t1 ) and whether
Table 1: Sample Du
Liu 1
Shuyun Liu
Professor Matt Stevens
Quantitative Analysis
October 31, 2016
The Importance of State Legitimacy and Its Determinants
The legitimacy of state means the public acceptance and recognition of state authority
among its citizens. In general, s
Assignment # 4
Due December 15
Option 1. Write a paper that's similar to Assignment # 3, but choose a dichotomous dependent variable.
(If need be, dichotomize an existing variable.) Talk about the theoretical issues, the dataset, and the
variables as you
Shuyun Liu
Professor Matt Stevens
Quantitative Analysis
November 13, 2016
Assignment #3
The level of democracy, which in this paper, will be characterized by commitment to
democratic institutions. Under democracy, all citizens are recognized as political
Shuyun Liu
Professor Matt Stevens
Quantitative Analysis
December 7, 2016
Assignment #4
The level of democracy, which in this paper, will be characterized by a dichotomized
variable of commitment to democratic institutions. Under democracy, all citizens ar
Quantitative Analysis Computer Assignment #2
Shuyun Liu
October 13, 2016
The variables examined here are state legitimacy, transparency index, and government effectiveness, among which,
state legitimacy is dependent variable, the other two are independent
Assignment # 2
Due October 27
The object of this assignment is to write a mini-research paper, roughly in the style of a scholarly article,
using your computer work as the research.
Start by discussing your dependent variable in theoretical terms. Why is
Assignment # 1
Due September 29
Find a social science book or journal article that makes a causal argument, and provides empirical
evidence to support it. Describe the research question, and the theories which try to answer it. Identify
the variables in t
Computer Assignment # 1
Due October 13
Find a cross-sectional dataset, such as the Quality of Government Institute Dataset thats provided for
you, or select one from the Politics department webpage.
Select five variables of possible interest. Copy the onl
Assignment # 3
Due November 10
Write a paper that's similar to Assignment # 2. Talk about the theoretical issues, the dataset, and the
variables as you did in Assignment # 2. Then interpret the regression results. Next, look into the
possibility of severe
Computer Assignment # 3
Due November 3
This is similar to Computer Assignment # 2. This time, take 5 (or more) causally-related variables from
the same cross-sectional dataset as before. Recode variables into dummies, or add missing values, as
necessary.
Computer Assignment # 2
Due October 20
Take three variables from the cross-sectional dataset used in Computer Assignment # 1. These may be
the same variables used in the last assignment, or new ones may be added. In either case, these
variables should be
The Basic Components of Duration Analysis
1
Introduction
Assume we have N units i = 1, 2 . . . N , each of which will experience some event. In general, we
think that there is some latent failure time for unit i given by Ti and some latent censoring time
Semi-Parametric Duration Models: The Cox Model
There are basically two semi-parametric alternatives to the parametric models that we examined earlier:
(i) the piecewise-constant exponential (PCE) model and (ii) the Cox model.
1
The Piecewise-Constant Expo
Competing Risks
1
Introduction
To this point, we have only looked at single-state processes i.e. we have assumed that each unit is at
risk of only one event at any one time. However, it may be the case that a unit is at risk of experiencing
multiple event
Unobserved Heterogeneity and Frailty Models
1
Types of Duration Dependence
We have talked quite a bit about duration or time dependence so far.1 However, we have tended to talk about
it in terms of state dependence - the value of the baseline hazard depen
Discrete Time Duration Models: BTSCS
1
Introduction
As we saw before, event history data for discrete time processes generally record the dependent variable as
a series of binary outcomes denoting whether or not the event occurred at the observation point
Binary Response Models
1
Introduction
There are many binary social outcomes that occur naturally:
A citizen votes or not
A cabinet forms or not
A pre-electoral coalition forms or not
A war is fought or not
1.1
Linear Probability Model
You might think
Maximum Likelihood Estimation (MLE)
1
Specifying a Model
Typically, we are interested in estimating parametric models of the form
yi f (, yi )
(1)
where is a vector of parameters and f is some specic functional form (probability density or
mass function).
Introduction to Duration Models
1
What is Duration Analysis?
Duration analysis is sometimes referred to as survival analysis or event history analysis. Duration
data can be thought as being generated by what is called a failure time process. A failure tim
Multichotomous Dependent Variables I
Last time we looked at binary dependent variables. We now move on to multichotomous dependent
variables:
1. Ordered Dependent Variables:
Presidential Approval - Approve, Indierent, Disapprove
Political Interest - ver
Nonparametric Approaches
As we discussed earlier, nonparametric duration models do not make assumptions about (a)
the distribution of failure times or (b) how the independent variables change survival experiences.
The applicability of nonparametric method
Parametric Models
1
Parametric Models: The Intuition
As we saw early, a central component of duration analysis is the hazard rate. The hazard rate is the probability of experiencing an event at time ti conditional on having survived to time ti . The preci