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Residual analysis for censored duration data

Lancaster, T.; Chesher, A.; (1985) Residual analysis for censored duration data. Economics Letters , 18 (1) pp. 35-38. 10.1016/0165-1765(85)90074-6.

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Abstract

In this note we show how previous residuals defined for right censored duration data, such as arise in, for example, labour market studies, feature in diagnostic statistics to detect omitted covariates and neglected heterogeneity.

Type:Article
Title:Residual analysis for censored duration data
DOI:10.1016/0165-1765(85)90074-6
Publisher version:http://dx.doi.org/10.1016/0165-1765(85)90074-6
Language:English
UCL classification:UCL > School of Arts and Social Sciences > Faculty of Social and Historical Sciences > Economics

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