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WORKING PAPER
Duration Models and Proportional Hazards in Political Science
Box-Steffensmeier, Janet M.Zorn, Christopher Abstract In recent years political scientists have increasingly adopted a wide range of techniques for modeling duration data. A key assumption of all these approaches is that the hazard ratios (i.e., the conditional relative risks across substrata) are proportional to one another, and that this proportionality is maintained over time. Estimation of proportional hazards (PH) models when in fact hazards are non-proportional results in coefficient biases and decreased power of significance tests. In particular, misspecified PH models will overestimate the impact of variables whose associated hazards are increasing, while coefficient estimates for covariates in which the hazards are converging will be biased towards zero. We investigate the proportionality assumption of two widely used duration models, the Weibull parametric model and Cox's (1972) semiparametric approach, in the context of a duration modelof Supreme Court retirements. We address the potential problems with incorrectly assuming proportionality, illustrate a range of techniques for testing the proportionality assumption, and conclude with a number of means for accurately and efficiently estimating these models in the presence of non-proportional hazards. Keywords (none submitted) File
Uploaded 04-20-1998 Document ID Number 281 |
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