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Unobserved heterogeneity in hazard rate models: a test and an illustration from a study of career mobility

✍ Scribed by Hans-Peter Blossfeld; Alfred Hamerle


Publisher
Springer Netherlands
Year
1989
Tongue
English
Weight
710 KB
Volume
23
Category
Article
ISSN
0033-5177

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✦ Synopsis


This paper proposes a test for neglected heterogeneity in continuous-time hazard rate models that can be done easily using generally available program packages. It is a score test appropriate for cases in which the variance of the heterogeneity is small and it can be applied quite generally, provided that the generalized residuals can be calculated. The test is demonstrated using data on the career trajectories of German males from the German Life History Study.