搜索
人大经济论坛 经典文献» 浏览文献

The Statistical Analysis of Event Histories

文献名称 The Statistical Analysis of Event Histories
文献作者 TROND PETERSEN
作者所在单位 University of California
文献分类 已发表文献
学科一级分类 统计
学科二级分类 统计学
文献摘要 Event histories are generated by so-called failure-time processes and take this,form. The
dependent variable-for exantple, some social state-is discrete or continuous. Over
time it evolves as follows: For finite periods of time (from one calendar date to another)
it stays constant at a given value. At a later date, which is a random variable, the
dependent variable jumps to a new value. The process evolves in this manner from the
calendar date when one change occurs to a later date when another change occurs.
Between the dates of the changes, the dependent variable stays constant. Data on such
processes typically contain information about (a) the date a sample member entered a
social state; (b) the date the state later was left, if left; (c) the value of the next state
entered; and so on. In analyzing such data, the foci are on what determines the amount
of#me spent in each state and on what determines the value of the next state entered.
This article describes how one can use continuous-time hazard rate models to address
these two foci when analyzing event histories.
参考文献 Allison, E D. 1982. "Discrete-Time Methods for the Analysis of Event Histories." Pp. 61-98 in
Sociological Methodology 1982, edited by S. Leinhardt. San Francisco: Jossey-Bass.
Allison, E D. 1984. Event History Analysis. Regression for Longitudinal Event Data. Beverly
Hills, CA: Sage.
Andersen, E K., and O. Borgan. 1985. "Counting Process Models for Life History Data: A
Review (with Discussion)." Scandinavian Journal of Statistics 12:97-158.
Andersen, E K. and R. D. Gill. 1982. "Cox Regression Model for Counting Processes: A Large
Sample Study." Annals of Statistics 10:1100-20.
Apostol, T. M. 1967. Calculus, 2nd ed., Vol. 1. New York: Wiley.
Arjas, E. and P. Kangas. 1988. "A Discrete-Time Method for the Analysis of Event Histories.
Stockholm Research Reports in Demography No. 49. Stockholm: University of Stockholr~
Baker, R. J. and J. A. Helder. 1978. The GLIM System. Oxford, UK: Numerical Algorithm
Group.
Blossfeld, H.-P. and A. Hamerle. 1989. "Using Cox Models to Study Multiepisode Processes.
Sociological Methods and Research 17:432-48.
Blossfeld, H.-P., A. Hamerle, and K. U. Mayer. 1989. Event History Analysis. Hillsdale, NJ
Lawrence Erlbaum.
BMDP Statistical Software. 1985. Berkeley, CA: University of California Press.
Breslow, N. and J. Crowley. 1974. "A Large Sample Study of the Life Table and Product Limi
Estimates Under Random Censorship." Annals of Statistics 2:437-53.
Buck, R. C. 1978. Advanced Calculus. Hew York: McGraw-Hill.
Chamberlain, G. 1982. "The General Equivalence of Granger and Sims Causality.~
Econometrica 50:569-81.
Chamberlain, G. 1985. "Heterogeneity, Omitted Variable Bias, and Duration Dependence." Pp. 3-3~
in LongitudinalAnalysis of Labor Market Data, edited by J. J. Heckman and B. Singer. Nev
York: Cambridge University Press.
Cox, D. R. 1975. "Partial Likelihood." Biomerrika 62:269-76.
Cox, D. R. and D. Oakes. 1984. SurvivaIAnalysis. London: Chapman and Hall.
DeGroot, M. H. 1970. Optimal Statistical Decisions. New York: McGraw-Hill.
DeGrcot, M. H. 1986. Probability and Statistics. Reading, MA: Addison-Wesley.
Dempster, A. P., N. Laird, and D. B. Rubin. 1977. "Maximum Likelihood from Incomplete Data
Via the EM Algorithm." Journal of the Royal Statistical Society, Ser. B, 39:1-38.
Edlefsen, L. E. and S. D. Jones. 1988. GAUSS Manual. Kent, WA: Aptech Systems.
Elandt-Johnson, R. C. and N. J. Johnson. 1980. Survival Models and Data Analysis. New York:
Wiley.
Flinn, C. J. and J. J. Heckman. 1983. "Are Unemployment and Out of the Labor Force
Behaviorally Distinct Labor Force States?" Journal of Labor Economics 1:28-42.
Hamerle, A. 1991. "On the Treatment of Interrupted Spells and Initial Conditions in Event
History Analysis." Sociological Methods & Research 19:388-414.
Heckman, J. J. and B. Singer. 1984a. "A Method for Minimizing the Impact of Distributional
Assumptions in Econometric Models for Duration Data." Econometrica 52:271-320.
Heckman, J. J. and B. Singer. 1984b. "Econometric Duration Analysis."JournalofEconometrics
24:63-132.
Heijtan, D. F. 1989. "Inference from Grouped Continuous Data: A Review." Statistical Science
4:164-83.
Hernes, G. 1972. "The Process of Entry into First Marriage." American Sociological Review
37:173-82.
Hoem, J. M. 1985. "Weighting, Misclassification, and Other Issues in the Analysis of Survey
Samples of Life Histories." Pp. 249-83 in Longitudinal Analysis of Labor Market Data,
edited by J. J. Heekman and B. Singer. New York: Cambridge University Press.
Hoem, J. M. 1989. "Limitations of a Heterogeneity Technique: Selectivity Issues in Conjugal
Union Disruption at Parity Zero in Contemporary Sweden." Stockholm Research Reports
in Demography No. 56. Stockholm: University of Stockholm.
Kalbfleisch, J. D. and R. L. Prentice. 1980. The StatistiealAnalysis of Failure Time Data. New
York: Wiley.
Kolmogorov, A. N. and S. V. Fomin. 1970. Introductory Real Analysis. New York: Dover
Publications.
Lancaster, T. 1979. "Econometric Methods for the Duration of Unemployment." Econometrica
47:939-56.
Massey, Douglas S. 1987. "Understanding Mexican Migration to the United States." American
Journal of Sociology 92:1372-403.
Morgan, S. Philip and R. R. Rindfuss. 1985. "Marital Disruption: Structural and Temporal
Dimensions." American Journal of Sociology 90: 1055-77.
Petersen, T. 1986. "Estimating Fully Parametric Hazard Rate Models With Time-Dependent
Covariates. Use of Maximum Likelihood." SociologicalMethods & Research 14:219-46.
Petersen, T. 1988. "Analyzing Change Over Time in a Continuous Dependent Variable: Speci-
fication and Estimation of Continuous State Space Hazard Rate Models." Pp. 137-64 in
Sociological Methodology 1988, edited by C. C. Clogg. Washington, D.C.: American
Sociological Association.
Petersen, T. 1991a. "Analyzing Event Histories." Pp. 258-88 in New Statistical Methods in
Longitudinal Research. Vol. 2, edited by A. yon Eye. Orlando, FL: Academic Press.
Petersen, T. 1991b. "Analyzing Continuous State Space Failure-Time Processes: Two Further
Results." Journal of Mathematical Sociology 10:247-56.
Petersen, T. forthcoming a. "Simultaneous Equations Models for Analysis of Event History
Data." Unpublished. Walter A. Haas School of Business. University of California, Berkeley.
Petersen, T. forthcoming b. "Time-Aggregation Bias in Continuous Time Hazard Rate Models."
SociologicalMethodology 1991, Vol. 21, edited by Peter V. Marsden. Cambridge, MA: Basil
BlackweU (in press).
Petersen, T. and K. W. Koput. 1990. "Time-Aggregation Bias in Hazard Rate Models With
Covariates." Unpublished. Walter A. Haas School of Business. University of California,
Berkeley.
Petersen, T. and S. Spilerman. 1990. "Job-Quits from an Internal Labor Market." Chap. 4 in
Applications of Event History Analysis in Life Course Research, edited by K. U. Mayer and
N. B. Tuma. Madison: University of Wisconsin Press.
Petersen, T., S. Spilerman, and S.-A. Dahl. 1989. "The Structure of Employment Termination
Among Clerical Employees in a Large Bureancracy."Acta Sociologica 32:3i9-38.
Prentice, R. L. and L. A. Gloeekler. 1978. "Regression Analysis of Grouped Survival Data With
Application to Breast Cancer Data." Biometrics 34:57-67.
Ridders, G. 1984. "The Distribution of Single-Spell Duration Data." Pp. 45-73 in Studies in
Labor Market Dynamics, edited by G. R. Neumann and N. C. Westergard-Nielsen. New
York: Springer-Verlag.
Self, Steven G. and Ross L. Prentice. 1982. "commentary on Andersen and Gill's 'Cox
Regression Model for Counting Processes: A Large Sample Study.'" Annals of Statistics
10:1121-24.
Sims, C. A. 1972. "Money, Income, and Cansality."American Economic Review 62:540-52.
Serensen, A. B. 1979. "A Model and a Metric for the Analysis of the lntragenerational Status
Attainment Process." American Journal of Sociology 85:361-84.
Spilerman, S. 1972. "Extensions of the Mover-Stayer Model." American Journal of Sociology
78:599-627.
Trussel, J. and 1". Richards. 1985. "Correcting for Unmeasured Heterogeneity Using the
Heckman-Singer Procedure." Pp. 242-76 in SociologicalMethodology 1985, edited by N. 13.
Tuma. San Francisco: Jossey-Bass.
Tuma, N. B. 1976. "Rewards, Resources and the Rate of Mobility: A Nonstationary Multivariate
Stochastic Model." American SociologicalReview 41:338-60.
Tuma, N. B. and M. T. Hannan. 1984.. Social Dynamics. Models and Methods. Orlando, FL:
Academic Press.
Vaupel, J. W., K. G. Manton, and E. Stallard. 1979. "The Impact of Heterogeneity in Individual
Frailty on the Dynamics of Mortality." Demography 16:439-54.
Yamaguchi, K. 1986. "Alternative Approaches to Unobserved Heterogeneity in the Analysis of
Repeatable Events." Pp. 213-49 in Sociological Methodology 1986, edited by N. B. Tuma.
San Francisco: Jossey-Bass.
关键字 The Statistical Analysis ; Event Histories
发表所在刊物(或来源) SOCIOLOGICAL METHODS & RESEARCH, Vol. 19, No. 3, February 1991 270-323 1991 Sage Publications Inc.
发表时间 February 1991
适用研究领域 统计学
评论
上传时间 2011-1-23 00:04
下载文献 Sociological_Methods_&_Research-1991-PETERSEN-270-323.pdf[4.16 MB]
注:下载文献会消耗您一个“当日剩余下载次数”

会员评论

发表评论

京ICP备16021002-2号 京B2-20170662号 京公网安备 11010802022788号 论坛法律顾问:王进律师 知识产权保护声明   免责及隐私声明

GMT+8, 2024-4-28 20:25