A simple GMM estimator for the semi-parametric mixed proportional hazard model

Ridder and Woutersen (2003) have shown that under a weak condition on the baseline hazard, there exist root-N consistent estimators of the parameters in a semiparametric Mixed Proportional Hazard model with a parametric baseline hazard and unspeci�ed distribution of the unobserved heterogeneity. We extend the Linear Rank Estimator (LRE) of Tsiatis (1990) and Robins and Tsiatis (1991) to this class of models. The optimal LRE is a two-step estimator. We propose a simple one-step estimator that is close to optimal if there is no unobserved heterogeneity. The e¢ ciency gain associated with the optimal LRE increases with the degree of unobserved heterogeneity.

Modeling migration dynamics of immigrants: the case of the Netherlands

In this paper we analyze the demographic factors that influence the migration dynamics of recent immigrants to The Netherlands. We show how we can allow for both permanent and temporary migrants. Based on data from Statistics Netherlands we analyze both the departure and the return from abroad for recent non-Dutch immigrants to The Netherlands. Results disclose differences among migrants by migration motive and by country of origin and lend support to our analytical framework. Combining both models, for departure and returning, provides the probability that a specific migrant ends-up in The Netherlands. It also yields a framework for predicting the migration dynamics over the life-cycle. We can conclude that for a complete view of the migration dynamics it is important to allow for both permanent (stayers) migrants and temporary (movers) migrants and that return from abroad should not be neglected

Rank Estimation of Duration Models: Dissertation Summary

The articles contained in this PhD thesis give one of the first attempts to formalise Instrumental Variable (IV) methods for duration models. The methods proposed can handle the typical features of duration data such as, censoring and time-varying covariates. It also gives a new solution to well--known inference problems of the, commonly used, Mixed Proportional Hazard models. The estimation methods in this thesis are all based on extensions of the (inverse of) log--rank statistic. The studies in this thesis focus in particular on the evaluation of a re-employment bonus experiment that is contaminated by selective compliance to the assigned treatment group. The estimation of the effect of the bonus on the re-employment probability corrected for the possible selection bias illustrates the methods developed in the first and third study. The method in the third study is a generalisation of the method in the first study. In the second study only the data on the control group is used to illustrate the use of a very general semi-parametric estimation procedure for duration models

The impact of labour market dynamics on the return-migration of immigrants

Using administrative panel data on the entire population of new labour immigrants to The Netherlands, we estimate the effects of individual labour market spells on immigration durations using the “timing-of-events” method. The model allows for correlated unobserved heterogeneity across migration, unemployment and employment processes. We find that unemployment spells increase return probabilities for all immigrant groups, while re-employment spells typically delay returns

Education, cognitive ability, and cause-specific mortality : A structural approach

Education is negatively associated with most major causes of death. Prior work ignores the premise that cause-specific hazards are interdependent and that both education and mortality depend on cognitive ability. We analyse Swedish men aged 18-63, focusing on months lost due to specific causeswhich solves the interdependence problemand use a structural model that accounts for confounding due to cognitive ability. In a standard Cox model controlling for Intelligence Quotient, improving education is associated with large decreases in mortality for major causes of death. In the structural model, improving education is associated with a small decrease in months lost for most causes and education levels. Among the least educated, however, improving education strongly reduces the months lost, mainly those lost from external causes, such as accidents and suicide. Results suggest that conventional analysis of education and mortality may be biased, even if accounting for observed cognition.Peer reviewe

Early Mover Advantages

In this paper we analyze empirically whether and if so to what extent later entrants in the European mobile telephony industry have a disadvantage vis-à-vis incumbents and early mover entrants. To analyze this question we consider a series of static models and a dynamic model of market share development. We find a clear early mover advantage, mainly caused by the influence of the penetration rate: it pays to enter when still few people have acquired a mobile telephone. Another important determining factor is the Herfindahl-Hirschman Index at the moment of entry: it is significantly easier to enter a highly concentrated industry. Finally, there are important differences between countries possibly indicating the relative strength of the national regulators. For example, it turns out that it is relatively difficult to enter the mobile telephony sector and gain market share in the Scandinavian countries

Educational gains in cause-specific mortality : Accounting for cognitive ability and family-level confounders using propensity score weighting

A negative educational gradient has been found for many causes of death. This association may be partly explained by confounding factors that affect both educational attainment and mortality. We correct the cause-specific educational gradient for observed individual background and unobserved family factors using an innovative method based on months lost due to a specific cause of death re-weighted by the probability of attaining a higher educational level. We use data on men with brothers from the Swedish Military Conscription Registry (1951-1983), linked to administrative registers. This dataset of some 700,000 men allows us to distinguish between five education levels and many causes of death. The empirical results reveal that raising the educational level from primary to tertiary would result in an additional 20 months of survival between ages 18 and 63. This improvement in mortality is mainly attributable to fewer deaths from external causes. The highly educated gain more than nine months due to the reduction in deaths from external causes, but gain only two months due to the reduction in cancer mortality and four months due to the reduction in cardiovascular mortality. Ignoring confounding would lead to an underestimation of the gains by educational attainment, especially for the less educated. Our results imply that if the education distribution of 50,000 Swedish men from the 1951 cohort were replaced with that of the corresponding 1983 cohort, 22% of the person-years that were lost to death between ages 18 and 63 would have been saved for this cohort. (C) 2017 Elsevier Ltd. All rights reserved.Peer reviewe

Physical and psychological health at adolescence and home care use later in life

OBJECTIVES: To examine the relation between physical and psychological health indicators at adolescence (age 18) and household, personal, and nursing home care use later in life at ages 57–69 years. METHODS: Using medical examinations on men born in 1944–1947 who were evaluated for military service at age 18 in the Netherlands, we link physical and psychological health assessments to national administrative microdata on the use of home care services at ages 57–69 years. We postulate a panel probit model for home care use over these years. In the analyses, we account for selective survival through correlated panel probit models. RESULTS: Poor mental health and being overweight at age 18 are important predictors of later life home care use. Home care use at ages 57–69 years is also highly related to and interacts with father’s socioeconomic status and recruits’ education at age 18. DISCUSSION: Specific health characteristics identified at age 18 are highly related to the later utilization of home-care at age 57–69 years. Some characteristics may be amenable to early life health interventions to decrease the future costs of long-term home care

Gains in Life Expectancy Associated with Higher Education in Men

Background: Many studies show large differences in life expectancy across the range of education, intelligence, and socio-economic status. As educational attainment, intelligence, and socio-economic status are highly interrelated, appropriate methods are required to disentangle their separate effects. The aim of this paper is to present a novel method to estimate gains in life expectancy specifically associated with increased education. Our analysis is based on a structural model in which education level, IQ at age 18 and mortality all depend on (latent) intelligence. The model allows for (selective) educational choices based on observed factors and on an unobserved factor capturing intelligence. Our estimates are based on information from health examinations of military conscripts born in 1944–1947 in The Netherlands and their vital status through age 66 (n = 39,798). Results: Our empirical results show that men with higher education have lower mortality. Using structural models to account for education choice, the estimated gain in life expectancy for men moving up one educational level ranges from 0.3 to 2 years. The estimated gain in months alive over the observational period ranges from -1.2 to 5.7 months. The selection effect is positive and amounts to a gain of one to two months. Decomposition of the selection effect shows that the gain from selection on (latent) intelligence is larger than the gain from selection on observed factors and amounts to 1.0 to 1.7 additional months alive. Conclusion: Our findings confirm the strong selection into education based on socio-economic status and intelligence. They also show significant higher life expectancy among individuals with higher education after the selectivity of education choice has been taken into account. Based on these estimates, it is plausible therefore that increases in education could lead to increases in life expectancy

War- and famine-related excess mortality among civilians in the Netherlands, 1944-1945

National estimates exist for war- and famine-related deaths in the Netherlands during the last stages of World War II, but no such estimates are available at the local level. To fill this information gap, this article aims at mapping and visualizing the timing of war- and famine-related excess mortality by municipality among the civilian population within the Netherlands. We use mortality statistics at the level of municipalities because these are the smallest administrative units for which this information is available. We use a seasonally adjusted mortality model combined with a difference-in-difference approach to estimate the number of excess deaths in the period between January 1944 and July 1945 separately for each Dutch municipality