Event History Modeling: A Guide for Social Scientists (Analytical Methods for Social Research)

234 Pages·2004·1.29 MB·English

by  Janet M. Box-Steffensmeier

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EventHistoryModeling
EventHistoryModelingprovidesanaccessibleup-to-dateguidetoeventhis-
toryanalysisforresearchersandadvancedstudentsinthesocialsciences. The
substantive focus of many social science research problems leads directly to
the consideration of duration models, and many problems would be better
analyzed by using these longitudinal methods to take into account not only
whether the event happened, but when. The foundational principles of event
history analysis are discussed and ample examples are estimated and inter-
preted using standard statistical packages, such as STATA and S-Plus. Re-
centandcriticalinnovationsindiagnosticsarediscussed,includingtestingthe
proportionalhazardsassumption,identifyingoutliers,andassessingmodelfit.
Thetreatmentofcomplicatedeventsincludescoverageofunobservedhetero-
geneity, repeated events, and competing risks models. The authors point out
commonproblemsintheanalysisoftime-to-eventdatainthesocialsciences
andmakerecommendationsregardingtheimplementationofdurationmodel-
ingmethods.
Janet M. Box-Steffensmeier is Vernal Riffe Professor of Political Science at
OhioStateUniversity. ShewaschairoftheR.H.DurrAwardCommitteefor
the best paper applying quantitative methods to a substantive issue that was
presented at the 2002 Annual Meeting of the Midwest Political Science As-
sociation in 2002–3. She is Vice President (2003–5) and a member of the
Executive Committee of the Political Methodology Section of the American
PoliticalScienceAssociation.
BradfordS.JonesisAssociateProfessorofPoliticalScienceattheUniversity
of Arizona. He has served as a Section Officer for the Society for Political
MethodologyandasaguesteditorforaspecialissueofPoliticalAnalysison
causal inference. His research on methodology includes work on reliability
analysis,durationmodeling,andmodelsforcategoricaldata. ProfessorJones
received his Ph.D. from the State University of New York at Stony Brook.
Apart from methodology, Professor Jones’s research interests include racial
andethnicpolitics,publicopinion,andrepresentation.

Event History Modeling
A Guide for Social Scientists
Janet M. Box-Steffensmeier
OhioStateUniversity
Bradford S. Jones
UniversityofArizona
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ToMichael,whose“duration”ofloveandsupportwasunmeasurable,and
toAndrew,Zachary,Nathaniel,andElizabeth,themostexciting“events”and
trueblessingsinmylife.
—JanBox-Steffensmeier
To Arlen, for her tremendous love and support, and to Mitchell, Daniel,
and little Jackson, for their love and their ability to help me keep things in
perspective. Also,toGrandpa.
—BradJones

Contents
ListofFigures pageviii
ListofTables ix
Preface xi
1 EventHistoryandSocialScience 1
2 TheLogicofEventHistoryAnalysis 7
3 ParametricModelsforSingle-SpellDurationData 21
4 TheCoxProportionalHazardsModel 47
5 ModelsforDiscreteData 69
6 IssuesinModelSelection 85
7 InclusionofTime-VaryingCovariates 95
8 DiagnosticMethodsfortheEventHistoryModel 119
9 SomeModelingStrategiesforUnobservedHeterogeneity 141
10 ModelsforMultipleEvents 155
11 TheSocialSciencesandEventHistory 183
Appendix: SoftwareforEventHistoryAnalysis 199
References 201
Index 213
vii
Figures
3.1 WeibullHazardRatesbyConflictType . . . . . . . . . page30
3.2 HazardRatesfortheLog-LogisticModel . . . . . . . . . . . 32
3.3 HazardRatesfortheLog-NormalModel . . . . . . . . . . . . 34
4.1 EstimatedBaselineFunctionsforCabinetData . . . . . . . . 66
5.1 Cubic Spline, Lowess, and Log Transformation of Baseline
Hazard . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
5.2 BaselineHazardUsingCubicSplineandLowess . . . . . . . 80
6.1 EstimatedBaselineHazardsforPolicyAdoptionModel . . . . 92
7.1 IllustratingtheRiskProfileforSelectedIncumbentinWeibull
Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
7.2 TemporalOrderingofTVCandEventTime . . . . . . . . . . 111
8.1 AdequacyofCoxModel . . . . . . . . . . . . . . . . . . . . 125
8.2 AssessingFunctionalForm . . . . . . . . . . . . . . . . . . . 127
8.3 AssessingInfluence . . . . . . . . . . . . . . . . . . . . . . . 129
8.4 AssessingPoorlyPredictedObservations. . . . . . . . . . . . 131
8.5 PlotofDevianceResidualsagainstTime . . . . . . . . . . . . 132
8.6 AdequacyofParametricModels . . . . . . . . . . . . . . . . 138
10.1 BaselineHazardforConditionalModel . . . . . . . . . . . . 163
10.2 BaselineHazardsforCompetingRisksModel . . . . . . . . . 172
10.3 StratifiedCoxCompetingRisksModel . . . . . . . . . . . . . 179
viii