Original title: Application of the Cox regression model with time dependent parameters to unemployment data
Authors: Volf, Petr
Document type: Papers
Conference/Event: MME 2019: International Conference on Mathematical Methods in Economics /37./, České Budějovice (CZ), 20190911
Year: 2019
Language: eng
Abstract: The contribution deals with the application of statistical survival analysis with the intensity described by a generalized version of Cox regression model with time dependent parameters. A\nmethod of model components non-parametric estimation is recalled, the flexibility of result is assessed with a goodness-of-fit test based on martingale residuals. The application\nconcerns to the real data representing the job opportunities development and reduction, during a given period. The risk of leaving the company is changing in time and depends also on the age of employees and their time with company. Both these covariates are considered and their impact to the risk analyzed.
Keywords: mathematical statistics; survival analysis; unemployment data
Project no.: GA18-02739S (CEP)
Funding provider: GA ČR
Host item entry: Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016, ISBN 978-80-7494-296-9

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2019/SI/volf-0509032.pdf
Original record: http://hdl.handle.net/11104/0300869

Permalink: http://www.nusl.cz/ntk/nusl-407864


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Research > Institutes ASCR > Institute of Information Theory and Automation
Conference materials > Papers