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Selection Bias and Continuous-Time Duration Models

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Abstract:

In this paper we explore the consequences of non-random sample selection for continuous time duration analysis. While the consequences of selectivity are reasonably well-understood in linear regression and common discrete choice models, we have little or no understanding of how selectivity affects duration models. We study this issue by conducting a series of Monte Carlo analyses that estimate common duration models on data that suffer from selectivity. Our findings indicate that the consequences are severe: both coefficients and standard errors may be biased in an unknown direction. In addition, we find that selection bias may create the appearance of (non-existent) duration dependence. Given these difficulties, we develop a solution for self-selectivity bias in duration models and apply this solution to a prominent study of war participation and political leadership tenure. Based on empirical analysis and Monte Carlo simulations, our solution for selectivity bias in duration models is superior to models that ignore the problem.

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model (192), durat (119), select (118), estim (110), 1 (74), war (64), exponenti (62), correl (55), bias (53), standard (49), error (45), distribut (44), process (43), use (42), observ (39), data (38), polit (37), depend (37), variabl (36), state (35), analysi (35),

Author's Keywords:

duration analysis, selection bias, war participation, leader survival
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Name: American Political Science Association
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MLA Citation:

Boehmke, Frederick., Morey, Daniel. and Shannon, Megan. "Selection Bias and Continuous-Time Duration Models" Paper presented at the annual meeting of the American Political Science Association, Philadelphia Marriott Hotel, Philadelphia, PA, Aug 27, 2003 <Not Available>. 2009-05-26 <http://www.allacademic.com/meta/p64619_index.html>

APA Citation:

Boehmke, F. , Morey, D. S. and Shannon, M. , 2003-08-27 "Selection Bias and Continuous-Time Duration Models" Paper presented at the annual meeting of the American Political Science Association, Philadelphia Marriott Hotel, Philadelphia, PA Online <.PDF>. 2009-05-26 from http://www.allacademic.com/meta/p64619_index.html

Publication Type: Conference Paper/Unpublished Manuscript
Review Method: Peer Reviewed
Abstract: In this paper we explore the consequences of non-random sample selection for continuous time duration analysis. While the consequences of selectivity are reasonably well-understood in linear regression and common discrete choice models, we have little or no understanding of how selectivity affects duration models. We study this issue by conducting a series of Monte Carlo analyses that estimate common duration models on data that suffer from selectivity. Our findings indicate that the consequences are severe: both coefficients and standard errors may be biased in an unknown direction. In addition, we find that selection bias may create the appearance of (non-existent) duration dependence. Given these difficulties, we develop a solution for self-selectivity bias in duration models and apply this solution to a prominent study of war participation and political leadership tenure. Based on empirical analysis and Monte Carlo simulations, our solution for selectivity bias in duration models is superior to models that ignore the problem.

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Associated Document Available Political Research Online

Document Type: .PDF
Page count: 39
Word count: 9020
Text sample:
Selection Bias and Continuous-Time Duration Models: Consequences and a Proposed Solution Frederick J. Boehmke Daniel Morey Megan Shannon University of Iowa August 25 2003 Correspondence: frederick-boehmke@uiowa.edu. The authors would like to thank Scott Bennett Suzie De Boef and Chris Zorn for their helpful suggestions. All remaining errors are ours. Abstract In this paper we explore the consequences of non-random sample selection for continuous time duration analysis. While the consequences of selectivity are reasonably well-understood in linear regression and common
0.52 (0.68) Western Hemisphere 0.69 (0.65) Mideast Region 0.95 (0.81) Leader Time in Office -0.003 (0.02) N 10 602 N 205 N (war) 316 Log likelihood -322.96 Log likelihood -322.96 Wald chi square 12.57 Wald chi square 12.57 * = p .10 (two-tailed) ** = p .05 (two-tailed) *** = p .001 (two-tailed) 2


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