Cox Regression Models with Time-Varying Covariates Applied to Survival Success of Young Firms (*)

Aygül , Anavatan (2012) Cox Regression Models with Time-Varying Covariates Applied to Survival Success of Young Firms (*). In: 3rd International Symposium on Sustainable Development, May 31 - June 01 2012, Sarajevo.

[img]
Preview
Text
8. Cox Regression Models with Time-Varying Covariates Applied to Survival Success of.pdf

*- Download (502kB) | Preview

Abstract

Cox proportional hazards model assumes that independent variables remain constant throughout the observation period. Model can give biased results in cases which this assumption is violated. One of the methods used modelling the hazard ratio in the cases that the proportional hazard assumption is not met is to add a time-dependent variable showing the interaction between the predictor variable as parametric function of time. In this study, we investigate the factors that affect the survival time of the firms and the time dependence of these factors using Cox regression considering time depedent independent variables.

Item Type: Conference or Workshop Item (Paper)
Subjects: H Social Sciences > H Social Sciences (General)
H Social Sciences > HB Economic Theory
H Social Sciences > HG Finance
H Social Sciences > HJ Public Finance
Divisions: Faculty of Economics > Management Department
Depositing User: Users 173 not found.
Date Deposited: 01 Nov 2012 14:09
Last Modified: 01 Nov 2012 14:09
URI: http://eprints.ibu.edu.ba/id/eprint/1313

Actions (login required)

View Item View Item