Use este identificador para citar ou linkar para este item: http://www.repositorio.ufc.br/handle/riufc/961
Título: Semi-nonparametric competing risks analysis of recidivism
Autor(es): Bierens, Herman J.
Carvalho Júnior, José Raimundo de Araújo
Palavras-chave: Risco
Data do documento: 2007
Editor: Journal of applied econometrics
Citação: BIERENS, Herman J.; CARVALHO, José Raimundo (2007)
Abstract: In this paper we specify a semi-nonparametric competing risks (SNP-CR) model of recidivism, for misdemeanors and felonies. The model is a bivariate mixed proportional hazard model with Weibull baseline hazards and common unobserved heterogeneity. The distribution of the latter is modeled seminonparametrically, using orthonormal Legendre polynomials on the unit interval, and integrated out to make the two durations dependent, conditional on the covariates. The SNP-CR model involved corresponds to a Logit model for felony arrest; hence the validity of the SNP-CR model can be tested by testing the validity of the implied Logit model. The latter will be done by using the integrated conditional moment (ICM) test. In the first instance we have estimated and tested two versions of the SNP-CR model, without and with fixed state effects. However, the ICM test rejects these models. Therefore, we have estimated and tested the model for each state separately. These state models are not rejected by the ICM test. Indeed, the estimation results vary substantially per state.
In this paper we specify a semi-nonparametric competing risks (SNP-CR) model of recidivism, for misdemeanors and felonies. The model is a bivariate mixed proportional hazard model with Weibull baseline hazards and common unobserved heterogeneity. The distribution of the latter is modeled seminonparametrically, using orthonormal Legendre polynomials on the unit interval, and integrated out to make the two durations dependent, conditional on the covariates. The SNP-CR model involved corresponds to a Logit model for felony arrest; hence the validity of the SNP-CR model can be tested by testing the validity of the implied Logit model. The latter will be done by using the integrated conditional moment (ICM) test. In the first instance we have estimated and tested two versions of the SNP-CR model, without and with fixed state effects. However, the ICM test rejects these models. Therefore, we have estimated and tested the model for each state separately. These state models are not rejected by the ICM test. Indeed, the estimation results vary substantially per state.
Descrição: BIERENS, Herman J.; CARVALHO, José Raimundo. Semi-nonparametric competing risks analysis of recidivism. Journal of applied econometrics (Chichester, England), v.22, p.971-993, 2007.
URI: http://www.repositorio.ufc.br/handle/riufc/961
ISSN: 08837252
Aparece nas coleções:CAEN - Artigos publicados em revistas científicas

Arquivos associados a este item:
Arquivo Descrição TamanhoFormato 
2007_art_hjbierens.pdf184,3 kBAdobe PDFVisualizar/Abrir


Os itens no repositório estão protegidos por copyright, com todos os direitos reservados, salvo quando é indicado o contrário.