Location of Course
Topics covered by ASSEE 2017 include
- Duration and Survival Analysis
- Review of problems leading to models based on censored distributions of durations.
- Hazard functions and distributions.
- Likelihood functions, bank crisis data, NBER business cycle data, and parametric estimation.
- Proportional hazard (semiparametric) models.
- Heterogeneity in duration distributions.
- Competing risk modeling.
- The Counting Process Formulation
- Counting processes and martingales.
- Parametric and nonparametric estimation.
- Semiparametric (Cox-type) estimation.
- Bayesian methods for duration analysis.
Many packages including R, SAS, STATA, Matlab, etc. provide programs for analysis of survival data. The course will use R. R is available from cran.r-project.org. Many tested and well-documented (but not guaranteed) packages are available on that website. The course will use "survival." For Bayesian analysis we will also need "mcmc" and "coda." A useful frontend for R is R-Studio, available at http://www.rstudio.com. Excercises will use NBER business cycle data, downloadable from http://www.nber.org/cycles.html
- Language certification
- Educational background, Relevance of the ASSEE topic to student's research agenda, Letter of recommendation
- Nicholas Kiefer, Professor in the Dept of Statistical Sciences, Cornell University, USA, will be the Distinguished Guest Professor