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 a
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 recogniti
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 the
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. Und
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 de
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 legitima
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 discussin
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 theor
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.
S
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 regres
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 variab
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 m
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
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) mode
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 cas
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 st
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 whe
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 foug
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
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
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 - A
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
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 t