A general semiparametric approach to inference with marker-dependent hazard rate models

Kurzanzeige
dc.contributor.authorVan den Berg, Gerard J.
dc.contributor.authorJanys, Lena
dc.contributor.authorMammen, Enno
dc.contributor.authorNielsen, Jens Perch
dc.date.accessioned2026-02-25T14:15:03Z
dc.date.available2026-02-25T14:15:03Z
dc.date.issued2021-03
dc.description.abstractWe examine a new general class of hazard rate models for survival data, containing a parametric and a nonparametric component. Both can be a mix of a time effect and (possibly time-dependent) marker or covariate effects. A number of well-known models are special cases. In a counting process framework, a general profile likelihood estimator is developed and the parametric component of the model is shown to be asymptotically normal and efficient. The analysis improves on earlier results for special cases. Finite sample properties are investigated in simulations. The estimator is shown to work well under realistic empirical conditions. The estimator is applied to investigate the long-run relationship between birth weight and later-life mortality using data from the Uppsala Birth Cohort Study of individuals born in 1915-1929. The results suggest a relationship that is difficult to capture with simple parametric specifications. Moreover, its shape at higher birth weights differs across gender.
dc.description.versionpublisheddeu
dc.identifier.doi10.1016/j.jeconom.2019.05.025
dc.identifier.urihttps://kops.uni-konstanz.de/handle/123456789/76367
dc.language.isoeng
dc.subjectbirth weight
dc.subjectcovariate effects
dc.subjectsurvival analysis
dc.subjectlocal linear estimation
dc.subjectasymptotic distribution
dc.subjectmortality
dc.subjectsocial class
dc.subject.ddc330
dc.titleA general semiparametric approach to inference with marker-dependent hazard rate modelseng
dc.typeJOURNAL_ARTICLE
dspace.entity.typePublication
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@article{VandenBerg2021-03gener-76367,
  title={A general semiparametric approach to inference with marker-dependent hazard rate models},
  year={2021},
  doi={10.1016/j.jeconom.2019.05.025},
  number={1},
  volume={221},
  issn={0304-4076},
  journal={Journal of Economics},
  pages={43--67},
  author={Van den Berg, Gerard J. and Janys, Lena and Mammen, Enno and Nielsen, Jens Perch}
}
kops.citation.iso690VAN DEN BERG, Gerard J., Lena JANYS, Enno MAMMEN, Jens Perch NIELSEN, 2021. A general semiparametric approach to inference with marker-dependent hazard rate models. In: Journal of Economics. Elsevier. 2021, 221(1), S. 43-67. ISSN 0304-4076. eISSN 1872-6895. Verfügbar unter: doi: 10.1016/j.jeconom.2019.05.025deu
kops.citation.iso690VAN DEN BERG, Gerard J., Lena JANYS, Enno MAMMEN, Jens Perch NIELSEN, 2021. A general semiparametric approach to inference with marker-dependent hazard rate models. In: Journal of Economics. Elsevier. 2021, 221(1), pp. 43-67. ISSN 0304-4076. eISSN 1872-6895. Available under: doi: 10.1016/j.jeconom.2019.05.025eng
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kops.sourcefieldJournal of Economics. Elsevier. 2021, <b>221</b>(1), S. 43-67. ISSN 0304-4076. eISSN 1872-6895. Verfügbar unter: doi: 10.1016/j.jeconom.2019.05.025deu
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kops.sourcefield.plainJournal of Economics. Elsevier. 2021, 221(1), pp. 43-67. ISSN 0304-4076. eISSN 1872-6895. Available under: doi: 10.1016/j.jeconom.2019.05.025eng
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