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Models for Interdependent Event-History Data: Specification and Estimation

Trond Petersen
Sociological Methodology
Vol. 25 (1995), pp. 317-375
DOI: 10.2307/271071
Stable URL: http://www.jstor.org/stable/271071
Page Count: 59
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Models for Interdependent Event-History Data: Specification and Estimation
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Abstract

The idea of interdependence between events over an individual's life course is widespread. For example, the amount of schooling a person obtains may depend on her family behavior, and vice versa the family behavior may depend on whether the person is in school or not. This paper proposes a framework for analyzing such interdependencies by means of hazard-rate models. First, I discuss two existing approaches to studying interdependencies, the coupled and the Kalbfleisch and Prentice approaches. Then, I propose a new approach that deals with some of the perceived weaknesses of the two existing approaches. In terms of full information maximum likelihood estimation, it turns out that the new approach requires the researcher to estimate the rates of two or more processes simultaneously, which is computationally burdensome. A computationally simpler limited information maximum likelihood procedure is proposed, but there will be some loss in efficiency. The estimators from the two procedures are compared in a simulation study.

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