Application of the Cox regression model with time dependent parameters to unemployment data

0509032 - ÚTIA 2020 RIV CZ eng C - Conference Paper (international conference)
Volf, Petr
Application of the Cox regression model with time dependent parameters to unemployment data.
České Budějovoce: University of South Bohemia in České Budějovice, 2019. ISBN 9788073947606. In: Proceedings of the 34th International Conference Mathematical Methods in Economics MME 2016. Liberec: Technical University, 2016 - (Kocourek, A.; Vavroušek, M.), s. 14-19. ISBN 978-80-7494-296-9.
[MME 2019: International Conference on Mathematical Methods in Economics /37./. České Budějovice (CZ), 11.09.2019-13.09.2019]
R&D Projects: GA ČR GA18-02739S
Institutional support: RVO:67985556
Keywords : mathematical statistics * survival analysis * unemployment data
OECD category: Statistics and probability
http://library.utia.cas.cz/separaty/2019/SI/volf-0509032.pdf

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
method 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
concerns 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.
Permanent Link: http://hdl.handle.net/11104/0300869