Abstract
The paper demonstrates how various parametric models for duration data
such as the exponential, Weibull, and lognormal may be embedded in a single
framework, and how such competing models may be assessed relative to a
more comprehensive one. To illustrate the issues addressed, the survival
patterns of marriages among 1203 Swedish men born 1936-1964 are studied
by parametric and non-parametric survival methods. In particular, we study
the sensitivity of model-choice with respect to level of aggregation of
the time variable; and of covariate-effects with respect to the model
chosen. In accordance with previous works our empirical results indicate
that the choice of a parametric model for the duration variable is affected
by the level of time aggregation. In contrast to previous results, however,
our analysis shows that estimates of covariate effects are not always
robust to distributional assumptions for the duration variable.
Address
for Correspondence: Stockholm University, Department of Statistics, SE-106
91, Stockholm - Sweden. Tel. 46-8-162983, Fax. 46-8-167511, E-mail: Gebre@stat.su.se
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