2007
DOI: 10.1093/biomet/asm013
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The unobserved heterogeneity distribution in duration analysis

Abstract: SummaryIn a large class of hazard models with proportional unobserved heterogeneity, the distribution of the heterogeneity among survivors converges to a gamma distribution. This convergence is often rapid. We derive this result as a general result for exponential mixtures and explore its implications for the specification and empirical analysis of univariate and multivariate duration models.

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Cited by 143 publications
(91 citation statements)
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“…11 However, Abbring and van den Berg (2007) show that in duration models the heterogeneity distribution usually converges to a Gamma distribution.…”
Section: Model Specifications and Methods Of Estimationmentioning
confidence: 99%
See 1 more Smart Citation
“…11 However, Abbring and van den Berg (2007) show that in duration models the heterogeneity distribution usually converges to a Gamma distribution.…”
Section: Model Specifications and Methods Of Estimationmentioning
confidence: 99%
“…This situation is comparable only to the other Mediterranean countries (Spain and Greece). The peculiarity of the Italian situation is stressed by the fact that even in countries where the general unemployment rate is close to the Italian one (France), the youth unemployment incidence is much lower (22%) 1 . Another important feature of Italian youth unemployment is that it is above all concentrated among women and in the South.…”
Section: Introductionmentioning
confidence: 99%
“…bias toward the null). This attenuation is known in the econometrics literature as the attenuation due to unobserved heterogeneity [28, 29], and has been discussed in the work by Gail et al [30]. …”
Section: Biased Estimates Of the Treatment Effect When Ignoring Thmentioning
confidence: 99%
“…This concept recognizes that population members may differ in their health and survival responses to the same stresses of life, and these differences together with their distribution in the population influence the shapes (age patterns) of observed (total) mortality rates. The heterogeneity variable may have biological, environmental, or other interpretations depending on the context, including study design and conditions (Abbring and Van den Berg 2007; Carnes and Olshansky 2001; Vaupel and Yashin 1985; Zajacova et al 2009). Vaupel and colleagues introduced important class of survival models with hidden heterogeneity, called “frailty models” (Vaupel et al 1979).…”
Section: Which Forces Shape the Age Patterns Of Human Mortality Ramentioning
confidence: 99%