Parametric frailty and shared frailty survival models

Frailty models are the survival data analog to regression models, which account for heterogeneity and random effects. A frailty is a latent multiplicative effect on the hazard function and is assumed to have unit mean and variance theta, which is estimated along with the other model parameters. A frailty model is an heterogeneity model where the frailties are assumed to be individual- or spell-specific. A shared frailty model is a random effects model where the frailties are common (or shared) among groups of individuals or spells and are randomly distributed across groups. Parametric frailty models were made available in Stata with the release of Stata 7, while parametric shared frailty models were made available in a recent series of updates. This article serves as a primer to those fitting parametric frailty models in Stata via the streg command. Frailty models are compared to shared frailty models, and both are shown to be equivalent in certain situations. The user-specified form of the distribution of the frailties (whether gamma or inverse Gaussian) is shown to subtly affect the interpretation of the results. Methods for obtaining predictions that are either conditional or unconditional on the frailty are discussed. An example that analyzes the time to recurrence of infection after catheter insertion in kidney patients is studied. Copyright 2002 by Stata Corporation.parametric survival analysis, frailty, random effects, overdispersion, heterogeneity

Frailty in survival analysis models (parametric frailty, parametric shared frailty, and frailty in Cox models

Frailty models are used to model survival times in the presence of overdispersion or group-specific random effects. The latter are distinguished from the former by the term "shared" frailty models. With the release of Stata 7, estimation of parametric non-shared frailty models is now possible, and the new models appear as extensions to the six parametric survival models previously available. The overdispersion in this case is represented by an unobservable multiplicative effect on the hazard, or frailty. For purposes of estimation this frailty is then assumed to either follow a gamma or inverse-Gaussian distribution. Parametric shared frailty models are the next logical step in the development in this area, and will soon be available as an update to Stata 7. For these models, the random unobservable frailty effects are assumed to follow either a gamma or inverse-Gaussian distribution, but are constrained to be equal over those observations from a given group or panel. Frailty models and shared frailty models for parametric regression with survival data will be discussed, along with avenues for future development at Stata Corp. in this area, in particular, an application of the frailty principle to Cox regression. Series: United Kingdom Stata Users' Group Meeting, 2001

CLASSISM, DISCRIMINATION AND MERITOCRASCY IN THE LABOR MARKET: THE CASE OF CHILE

This paper examines the returns to the socioeconomic background of origin (or “classâ€) in the labor market in Chile. We employ individual data from several cohorts of graduates from the same program (Business and Economics) of a large and diverse public University in Chile. The data includes productivity measures uncommon in earnings differential studies, such as academic performance at University, school academic quality, and second language proficiency. Four measures of socioeconomic background are employed, which are significantly correlated. These are highly significant in explaining earnings despite their collinearity, and after controlling for various measures of productivity. The class wage gaps obtained by a Oxaca-Ramson decomposition amount to approximately 25 to 35 percent, which are remarkably higher than wage gaps reported in the literature for other workers’ characteristics such as gender, race and physical appearance. Moreover, the effect of class is more important in determining earnings than academic performance at University. Future research must focus on explaining the causes of this large return to class. These may emerge from some combination of pure employer discrimination, productivity-enhancing discrimination from other parties (such as consumers, peers and suppliers), statistical discrimination by employers and “pure†class-related productivityDiscrimination, Earnings gaps

The behaviour of food relative prices: An analysis across the European Countries

In this paper we analyze the behavior of relative food prices for a set of 24 European countries observed during the period 1996.1 - 2007.7. Using new methods for analyzing nonstationary panels, we are able to show that relative food prices have a common component which accounts for a large share of their variance. We show that this component has had a greater effects on the group of countries that adopt the Euro. We also find that countries in the Euro area are more market integrated, i.e. food prices tend to converge, than countries that have not adopted the Euro. Finally, we report that the half-live of a shock to relative food prices varies depending on the product, and that the adjustment is generally faster, on average about 10 months, than those usually reported in literature.Food relative prices, Non stationarity, Common factors, Demand and Price Analysis,

Improving regulations and supervision of pension funds : are there lessons from the Banking Sector?

The main objective of this paper is to review the regulatory framework for pension funds, and examine whether there is scope for improvements in pension regulation, particularly in light of regulatory and supervisory developments in the banking industry. The report is structured as follows: The second section summarizes the literature on banking regulation and supervision, identifying the areas of consensus and the trends in regulation and supervision across countries. The third section summarizes the literature on the regulation of pension funds. The fourth section examines the scope for improvements in pension regulation, identifying possible lessons from the banking sector to the pension industry. The fifth section provides a summary and concludes.Banks&Banking Reform,Financial Intermediation,Financial Crisis Management&Restructuring,Insurance&Risk Mitigation,Environmental Economics&Policies

Convergence in the Agricultural Incomes: A Comparison between the US and EU

In this paper we compare the changes in farm incomes in EU regions and US States between 1989 and 2002. The aim of this comparative analysis is highlight the patterns of convergence or divergence and how they d iffer over time. We use two recent analytical instruments: non-stationary panel analysis and dynamic distribution analysis. Both tools overcome the problems involved in using standard cross-section analysis. The results of the non-stationary panel analysis show that the EU regions are converging, and that family farm income is converging faster than net added value. In the US states the analysis shows that substantial differences in farm income persist, and there are no evident signs of convergence.Agricultural Finance,

Convergence in the Agricultural Incomes: a Comparison between the US and EU

In this paper we compare the changes in farm incomes in EU regions and US States between1989 and 2002. The aim of this comparative analysis is highlight the patterns of convergence or divergence and how they differ over time. We use two recent analytical instruments: non-stationary panel analysis and dynamic distribution analysis. Both tools overcome the problems involved in using standard cross-section analysis. The results of the non-stationary panel analysis show that the EU regions are converging, and that family farm income is converging faster than net added value. In the US states the analysis shows that substantial differences in farm income persist, and there are no evident signs of convergence. While, the regions are heterogeneous, we modified the analysis to allow for the concept of conditional convergence. The results show that the regions converge towards different levels of productivity but regions that are further from their steady-state level will grow faster.Agricultural Finance,

An exploration of sarcasm detection in children with Attention Deficit Hyperactivity Disorder

This document is the Accepted Manuscript version of the following article: Amanda K. Ludlow, Eleanor Chadwick, Alice Morey, Rebecca Edwards, and Roberto Gutierrez, ‘An exploration of sarcasm detection in children with Attention Deficit Hyperactivity Disorder’, Journal of Communication Disorders, Vol. 70: 25-34, November 2017. Under embargo. Embargo end date: 31 October 2019. The Version of Record is available at doi: https://doi.org/10.1016/j.jcomdis.2017.10.003.The present research explored the ability of children with ADHD to distinguish between sarcasm and sincerity. Twenty-two children with a clinical diagnosis of ADHD were compared with 22 age and verbal IQ matched typically developing children using the Social Inference–Minimal Test from The Awareness of Social Inference Test (TASIT, McDonald, Flanagan, & Rollins, 2002). This test assesses an individual’s ability to interpret naturalistic social interactions containing sincerity, simple sarcasm and paradoxical sarcasm. Children with ADHD demonstrated specific deficits in comprehending paradoxical sarcasm and they performed significantly less accurately than the typically developing children. While there were no significant differences between the children with ADHD and the typically developing children in their ability to comprehend sarcasm based on the speaker’s intentions and beliefs, the children with ADHD were found to be significantly less accurate when basing their decision on the feelings of the speaker, but also on what the speaker had said. Results are discussed in light of difficulties in their understanding of complex cues of social interactions, and non-literal language being symptomatic of children with a clinical diagnosis of ADHD. The importance of pragmatic language skills in their ability to detect social and emotional information is highlighted.Peer reviewe

Intracerebral haemorrhage in a dog with steroid-responsive meningitis arteritis

A one-year and six-month-old female neutered Boxer dog was presented with a four-day history of pyrexia, lethargy and neck pain. An intracerebral haemorrhage and a mediastinal mass were identified. Cerebrospinal fluid analysis revealed severe neutrophilic pleocytosis, and steroid-responsive meningitis arteritis (SRMA) was suspected. A significant improvement was observed with immunosuppressive steroid therapy and subsequent imaging revealed a reduction in size of the intracerebral haemorrhage and disappearance of the mediastinal mass. SRMA is a systemic disease with potential involvement of multiple organs. Intracerebral haemorrhage can occur secondary to SRMA and can have a successful outcome