Grouped Mixed Proportional Hazard Models with Social Interactions
نویسنده
چکیده
In this paper we develop mixed proportional hazard models in discrete time when there is cross sectional duration dependence because of the social interactions. To capture the cross sectional dependence, we use the lagged binary indicators of neighbors, which are weighted by the spatial weight matrix. We investigate the nonparametric specification for the baseline hazard and the unobserved heterogeneity. We use EM algorithm to estimate the duration model with unobserved heterogeneity and derive the observed information matrix for statistical inference.
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