A new document has been added to the Society for Political Methodology Website.

 Title:     Analyzing the robustness of semi-parametric duration models for the study of repeated events models

Author(s):     Janet Box-Steffensmeier, Suzanna Linn, Corwin Smidt

Entry Date:     2010-08-25

Keyword(s):     repeated events, event history analysis

Abstract:      Estimators within the Cox family are often used to estimate models for repeated events. Yet there is much we do not know about the performance of these estimators. In particular, we do not know how they perform given time dependence, different censoring rates, varying number of events experienced, and varying sample sizes. We use Monte Carlo simulations to demonstrate the performance of a variety of popular semi-parametric estimators as these things change and also under conditions of event dependence and heterogeneity, both, or neither. We conclude that the conditional frailty model outperforms other standard estimators under a wide array of data-generating processes and conditions.

http://polmeth.wustl.edu/mediaDetail.php?docId=1249

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