1P Survival Analysis
Priscila Ferreira, NIMA, UMinho, Portugal
9 - 20 July (two week course / 35hrs)
Detailed Course Outline [PDF]
Course Content
The course provides an introduction to methods of analysis of spell duration data - ‘survival analysis’ - with empirical illustrations. Survival analysis, also known as duration analysis, event history analysis, or hazard rate modelling, is the collection of statistical methods used to address questions such as: How long is the typical spell of unemployment, benefit receipt, or poverty? How long do women entering lone motherhood stay lone mothers? Do generous unemployment benefits lengthen unemployment spells? Each of these questions refers to a temporal sequence in which the passage of time is interspersed with events marking transitions between different states (e.g. in/out work, married/not married, on/off benefit). The topics covered include an overview of key concepts and models; functional forms for the hazard rate; estimation of hazard rate models (continuous and discrete time ML, Cox’s PL); and the empirical survivor and hazard function. The exposition of the theory will be relatively informal. The Stata package is used for the practical exercises.
Course Objectives
To develop the skills necessary to understand and assess the applications of duration data methods reported in published literature, and to provide skills that can be applied in independent research.
Course Prerequisites
Participants should have competence to at least final year undergraduate standard in multivariate regression methods for continuous and limited dependent variables. Intermediate level experience with Stata will be necessary for empirical applications. Students may benefit from the Introduction to the Stata course (see course 1T).
Remedial Reading
Wooldridge, J. M., 2010 Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press.
Reading
Allison, P. 1984. Event History Analysis. Sage.
Lancaster, T. 1990. The Econometric Analysis of Transition Data. Econometric Society Monographs.
Yamaguchi, K. 1991. Event History Analysis. Sage.