A note on the Weibull distribution and time aggregation bias
نویسنده
چکیده
The application of continuous time Weibull models on discrete unemployment duration data may produce bias in the estimated shape of the hazard rate. The bias can be substantial even for weekly duration data, and it is seriously aggravated if the Weibull model is erroneously mixed with a Gamma distribution for unobserved heterogeneity.
منابع مشابه
MEMORANDUM No 23 / 2000 A Note on the Weibull Distribution and Time Aggregation Bias
The application of continuous time Weibull models on discrete unemployment duration data may produce bias in the estimated shape of the hazard rate. The bias can be substantial even for weekly duration data, and it is seriously aggravated if the Weibull model is erroneously mixed with a Gamma distribution for unobserved heterogeneity.
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تاریخ انتشار 2000