Statistics, Department of

 

The R Journal

Date of this Version

12-2017

Document Type

Article

Citation

The R Journal (December 2017) 9(2); Editor: Roger Bivand

Comments

Copyright 2017, The R Foundation. Open access material. License: CC BY 4.0

Abstract

We present an implementation of split-population duration regression in the spduration (Beger et al., 2017) package for R that allows for time-varying covariates. The statistical model accounts for units that are immune to a certain outcome and are not part of the duration process the researcher is primarily interested in. We provide insights for when immune units exist, that can significantly increase the predictive performance compared to standard duration models. The package includes estimation and several post-estimation methods for split-population Weibull and log-logistic models. Weprovide an empirical application to data on military coups.

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