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 |
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