arXiv 2 Jul 2021 · Econometrics · publishedJournal of Applied Econometrics (2023)
arXiv:2107.00928 · PDF · DOI · OpenAlex · Extracted main text
This paper studies identification and inference in transformation models with endogenous censoring. Many kinds of duration models, such as the accelerated failure time model, proportional hazard model, and mixed proportional hazard model, can be viewed as transformation models. We allow the censoring of a duration outcome to be arbitrarily correlated with observed covariates and unobserved heterogeneity. We impose no parametric restrictions on either the transformation function or the distribution function of the unobserved heterogeneity. In this setting, we develop bounds on the regression parameters and the transformation function, which are characterized by conditional moment inequalities involving U-statistics. We provide inference methods for them by constructing an inference approach for conditional moment inequality models in which the sample analogs of moments are U-statistics. We apply the proposed inference methods to evaluate the effect of heart transplants on patients' survival time using data from the Stanford Heart Transplant Study.
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The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.
| Reference | Intensity | Mentions | Sections | Main text | |
|---|---|---|---|---|---|
| 1 | Andrews, D. and X. Shi (2013) Inference based on conditional moment inequalities | 0.928 | 4 | 3 | 100% |
| 2 | Han, A (1987) Non-parametric analysis of a generalized regression model | 0.874 | 10 | 2 | 100% |
| 3 | Beresteanu, A., I. Molchanov, and F. Molinari (2012) Partial identification using random set theory | 0.874 | 6 | 2 | 100% |
| 4 | Chen, S (2002) Rank estimator of transformation models | 0.874 | 6 | 2 | 100% |
| 5 | Szydowski, A (2019) Endogenous censoring in the mixed proportional hazard model with an application to optimal unemployment insurance | 0.811 | 4 | 2 | 100% |
| 6 | Beresteanu, A., I. Molchanov, and F. Molinari (2011) Sharp identification regions in models with convex moment predictions | 0.644 | 2 | 2 | 100% |
| 7 | Khan, S. and E. Tamer (2007) Partial rank estimation of duration models with general forms of censoring | 0.644 | 2 | 2 | 100% |
| 8 | Molchanov, I (2005) Theory of Random Sets | 0.585 | 3 | 1 | 100% |
| 9 | Fan, Y. and R. Liu (2018) Partial identification and inference in censored quantile regression | 0.511 | 2 | 1 | 100% |
| 10 | Horowitz, J (2009) Semiparametric and Nonparametric Methods in Econometrics | 0.511 | 2 | 1 | 100% |
Showing the top 10 of 44 scored citations.