Am 17.12.2016 um 20:19 schrieb Allin Cottrell: > Any duration model experts out there? > No (well, not me at least... ;-) > The relevant pages of the article are 6-10. Here's my problem: their > empirical survivor function (p. 10) involves counting cases where > V_i(\theta) and C_i(\theta), for observations i, are greater than > duration value t. But V_i and C_i are (if I'm reading the paper right) > CDF values and therefore limited to [0,1], while the duration t is said > on page 6 to be distributed on [0, \infty). So I don't see how these two > terms can be meaningfully compared. > > I guess I'm missing some implicit mapping/transformation (maybe of t > onto [0,1]?). Can anyone help? I see what you mean and just have a wild guess to offer: Maybe on p.10 in the equations with the summations it should be V_i and C_i with tildes instead. (So $\tilde{V}_i(\theta) > t$ etc.) This obviously is a typo-based explanation, and I'm not at all sure.

On Sun, 18 Dec 2016, Allin Cottrell wrote: > On Sun, 18 Dec 2016, Sven Schreiber wrote: > >> Am 17.12.2016 um 20:19 schrieb Allin Cottrell: >>> Any duration model experts out there? >> >> No (well, not me at least... ;-) >> >>> The relevant pages of the article are 6-10. Here's my problem: their >>> empirical survivor function (p. 10) involves counting cases where >>> V_i(\theta) and C_i(\theta), for observations i, are greater than >>> duration value t. But V_i and C_i are (if I'm reading the paper right) >>> CDF values and therefore limited to [0,1], while the duration t is said >>> on page 6 to be distributed on [0, \infty). So I don't see how these two >>> terms can be meaningfully compared. >>> >>> I guess I'm missing some implicit mapping/transformation (maybe of t >>> onto [0,1]?). Can anyone help? >> >> I see what you mean and just have a wild guess to offer: Maybe on p.10 in >> the equations with the summations it should be V_i and C_i with tildes >> instead. (So $\tilde{V}_i(\theta) > t$ etc.) This obviously is a >> typo-based explanation, and I'm not at all sure. > > Thanks, Sven. That would make sense of the inequalities, but I think it > would make nonsense of the broader argument on page 10. 8-/ I guess that Sven's typo argument should read like: we count the number of times $V_i(\theta) > F_0(t)$, which is by definition the same as $\tilde{V}(\theta) > t$. But more in general: I'd try to contact the authors. The fact that a PhD thesis defended in 2007 hasn't seen the light as a journal article is definitely not a good sign. (But of course that means nothing certain: each of us has some horror story from the publish-or-perish trenches.)

El 17/12/16 a las 20:19, Allin Cottrell escribió: > Any duration model experts out there? > > I'm trying to get started with implementing Liu and Hong's omnibus > specification test for duration models with censoring -- see > http://ajbuckeconbikesail.net/Seminars/Spring_08/Duration_Chapter1.pdf > -- but I've got stuck on what seems like it should be an elementary point. > > The relevant pages of the article are 6-10. Here's my problem: their > empirical survivor function (p. 10) involves counting cases where > V_i(\theta) and C_i(\theta), for observations i, are greater than > duration value t. But V_i and C_i are (if I'm reading the paper right) CDF > values and therefore limited to [0,1], while the duration t is said on page > 6 to be distributed on [0, \infty). So I don't see how these two terms can > be meaningfully compared. > > I guess I'm missing some implicit mapping/transformation (maybe of t onto > [0,1]?). Can anyone help? > > Allin I am not an expert in duration models but have two people here who are. Talking with one of them he says "I understand it's typical survival notation and procedures for what could do well to look at the "survival" library in R, because what you want to estimate are things that I believe are there".