The Survival of Newly Founded Firms: A Case-Study into Varying-Coefficient Models

DOI10.1111/J.1467-985X.2004.00341.XzbMath1100.62102MaRDI QIDQ3409814

Göran Kauermann, Josef Brüderl, Gerhard Tutz

Publication date: 20 November 2006

Published in: Journal of the Royal Statistical Society Series A: Statistics in Society (Search for Journal in Brave)

zbMATH Keywords

survival datalocal likelihoodvarying-coefficient modelsnon-proportional hazard modelduration time modelling

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Production theory, theory of the firm (91B38) Estimation in survival analysis and censored data (62N02)

Related Items (5)

Nonparametric models and their estimation ⋮ Dynamic survival models with varying coefficients for credit risks. ⋮ LOCAL RANK ESTIMATION OF TRANSFORMATION MODELS WITH FUNCTIONAL COEFFICIENTS ⋮ Dynamic Prediction by Landmarking in Event History Analysis ⋮ Variable selection in discrete survival models including heterogeneity

Uses Software

• ISwR
• Fahrmeir

Cites Work

• Introductory Statistics with R
• Multivariate statistical modelling based on generalized linear models.
• Unnamed Item

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