Survival analysis | Econometric modeling
Hazard rate models are widely used to model duration data in a wide rangeof disciplines, from bio-statistics to economics. Grouped duration data are widespread in many applications. Unemployment durations are typically measured over weeks or months and these time intervals may be considered too large for continuous approximations to hold. In this case, we will typically have grouping points , where . Models allow for time-invariant and time-variant covariates, but the latter require stronger assumptions in terms of exogeneity. The discrete-time hazard function can be written as: where is the survivor function. It can be shown that this can be rewritten as: These probabilities provide the building blocks for setting up the Likelihood function, which ends up being: This maximum likelihood maximization depends on the specification of the baseline hazard functions. These specifications include fully parametric models, piece-wise-constant proportional hazard models, or partial likelihood approaches that estimate the baseline hazard as a nuisance function. Alternatively, one can be more flexible for the baseline hazard and impose more structure for This approach performs well for certain measures and can approximate arbitrary hazard functions relatively well, while not imposing stringent computational requirements. When the covariates are omitted from the analysis, the maximum likelihood boils down to the Kaplan-Meier estimator of the survivor function. Another way to model discrete duration data is to model transitions using binary choice models. (Wikipedia).
Discrete versus Continuous Random Variables
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From playlist Statistics
Random Variable Examples with Discrete and Continuous
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From playlist Statistics
Discrete Random Variables - Statistics
We talk about discrete random variables (and some continuous random variables), then do some thinking about problems with them. Join this channel to get access to perks: https://www.youtube.com/channel/UCGYSfZbPp3BiAFs531PBY7g/join Instagram: http://instagram.com/TrevTutorOfficial Websit
From playlist Statistics
Statistics: Ch 5 Discrete Random Variable (2 of 27) What is a Discrete Random Variable?
Visit http://ilectureonline.com for more math and science lectures! To donate: http://www.ilectureonline.com/donate https://www.patreon.com/user?u=3236071 We will learn a discrete random variable can be a count of something, an integer, as how many times a coin comes up “heads” or “tails
From playlist STATISTICS CH 5 DISCRETE RANDOM VARIABLE
Statistical Learning: 11.2 Proportional Hazards Model
Statistical Learning, featuring Deep Learning, Survival Analysis and Multiple Testing You are able to take Statistical Learning as an online course on EdX, and you are able to choose a verified path and get a certificate for its completion: https://www.edx.org/course/statistical-learning
From playlist Statistical Learning
Discrete-Time Dynamical Systems
This video shows how discrete-time dynamical systems may be induced from continuous-time systems. https://www.eigensteve.com/
From playlist Data-Driven Dynamical Systems
DISCRETE Random Variables: Finite and Infinite Distributions (9-2)
A Discrete Random Variable is any outcome of a statistical experiment that takes on discrete (i.e., separate and distinct) numerical values. Discrete outcomes: all potential outcomes numerical values are integers (i.e., whole numbers). They cannot be negative. Using an example of tests in
From playlist Discrete Probability Distributions in Statistics (WK 9 - QBA 237)
Tenth SIAM Activity Group on FME Virtual Talk
Speaker: Rene Carmona, Paul M. Wythes '55 Professor of Engineering and Finance, ORFE & PACM, Princeton University, Title: Contract theory and mean field games to inform epidemic models. Abstract: After a short introduction to contract theory, we review recent results on models involving
From playlist SIAM Activity Group on FME Virtual Talk Series
Statistical Learning: 11.3 Estimation of Cox Model with Examples
Statistical Learning, featuring Deep Learning, Survival Analysis and Multiple Testing You are able to take Statistical Learning as an online course on EdX, and you are able to choose a verified path and get a certificate for its completion: https://www.edx.org/course/statistical-learning
From playlist Statistical Learning
Distinguished Visitor Lecture Series by Mark van der Laan Targeted Learning with Applications to ..
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From playlist Distinguished Visitors Lecture Series
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MIT 14.04 Intermediate Microeconomic Theory, Fall 2020 Instructor: Prof. Robert Townsend View the complete course: https://ocw.mit.edu/courses/14-04-intermediate-microeconomic-theory-fall-2020/ YouTube Playlist: https://www.youtube.com/watch?v=XSTSfCs74bg&list=PLUl4u3cNGP63wnrKge9vllow3Y2
From playlist MIT 14.04 Intermediate Microeconomic Theory, Fall 2020
What are Continuous Random Variables? (2 of 3: Why we need different tools)
More resources available at www.misterwootube.com
From playlist Random Variables
Hyperexponential Growth and Log-periodicity Precede Extreme COVID-19 Waves by Induja Pavithran
PROGRAM TIPPING POINTS IN COMPLEX SYSTEMS (HYBRID) ORGANIZERS: Partha Sharathi Dutta (IIT Ropar, India), Vishwesha Guttal (IISc, India), Mohit Kumar Jolly (IISc, India) and Sudipta Kumar Sinha (IIT Ropar, India) DATE: 19 September 2022 to 30 September 2022 VENUE: Ramanujan Lecture Hall an
From playlist TIPPING POINTS IN COMPLEX SYSTEMS (HYBRID, 2022)
What are Continuous Random Variables? (1 of 3: Relation to discrete data)
More resources available at www.misterwootube.com
From playlist Random Variables
The discrete Gaussian free field on a compact manifold by Alessandra Cipriani
PROGRAM :UNIVERSALITY IN RANDOM STRUCTURES: INTERFACES, MATRICES, SANDPILES ORGANIZERS :Arvind Ayyer, Riddhipratim Basu and Manjunath Krishnapur DATE & TIME :14 January 2019 to 08 February 2019 VENUE :Madhava Lecture Hall, ICTS, Bangalore The primary focus of this program will be on the
From playlist Universality in random structures: Interfaces, Matrices, Sandpiles - 2019
FEM@LLNL | Bayesian Inversion of an Acoustic-Gravity Model for Predictive Tsunami Simulation
Sponsored by the MFEM project, the FEM@LLNL Seminar Series focuses on finite element research and applications talks of interest to the MFEM community. On January 10, 2023, Stefan Henneking of the University of Texas at Austin presented “Bayesian Inversion of an Acoustic-Gravity Model for
From playlist FEM@LLNL Seminar Series
Closed loop discrete controller Lecture 2019-04-08
Evaluating the response of a continuous system controlled by a discrete controller using several methods
From playlist Discrete
Lecture 25, Feedback | MIT RES.6.007 Signals and Systems, Spring 2011
Lecture 25, Feedback Instructor: Alan V. Oppenheim View the complete course: http://ocw.mit.edu/RES-6.007S11 License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu
From playlist MIT RES.6.007 Signals and Systems, 1987