Prediction in a duration model
- 1 April 1986
- journal article
- research article
- Published by Wiley in Journal of Forecasting
- Vol. 5 (2) , 97-103
- https://doi.org/10.1002/for.3980050203
Abstract
Predictors of mean duration and an arbitrary quantile are given for the Weibull regression model for duration data. Associated prediction variances arising from maximum likelihood and least squares estimation are given. In an empirical example, based on duration of employment data, the uses of various model diagnostics and the predictors are illustrated.Keywords
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