Original title:
Problem of competing risks with covariates: Application to an unemployment study
Authors:
Volf, Petr Document type: Papers Conference/Event: 36th International Conference Mathematical Methods in Economics, Jindřichův Hradec (CZ), 20180912
Year:
2018
Language:
eng Abstract:
The study deals with the methods of statistical analysis in the situation of competing risks in the presence of regression. First, the problem of identification of marginal and joint distributions of competing random variables is recalled. The main objective is then to demonstrate that the parameters and, in particular, the correlation of competing variables, may depend on covariates. The approach is applied to solution of a real example with unemployment data. The model uses the Gauss copula and Cox’s regression model.
Keywords:
competing risks; statistical analysis; unemployment study Project no.: GA18-02739S (CEP) Funding provider: GA ČR Host item entry: 36th International Conference Mathematical Methods in Economics, ISBN 978-80-7378-371-6