多水平模型(英文原著) chap9.doc

Chapter 9 Multilevel event history models 9.1 Event history models This class of models, also known as survival time models or event duration models, have as the response variable the length of time between events. Such events may be, for example, birth and death, or the beginning and end of a period of employment with corresponding times being length of life or duration of employment. There is a considerable theoretical and applied literature, especially in the field of biostatistics and a useful summary is given by Clayton (1988). We consider two basic approaches to the modelling of duration data. The first is based upon proportional hazard models. The second is based upon direct modelling of the log duration, often known as accelerated life models. In both cases we may wish to include explanatory variables. The multilevel structure of such models arises in two general ways. The first is where we have repeated durations within individuals, analogous to our repeated measures models of chapter 5. Thus, individuals may have repeated spells of various kinds of employment of which unemployment is one. In this case we have a 2-level model with individuals at level 2, often referred to as a renewal process. We can include explanatory dummy variables to distinguish these different kinds of employment or states. The second kind of model is where we have a single duration for each individual, but the individuals are grouped into level 2 units. In the case of employment duration the level 2 units would be firms or employers. If we had repeated measures on individuals within firms then this would give rise to a 3-level structure. 9.2 Censoring A characteristic of duration data is that for some observations we may not know the exact duration but only that it occurred within a certain interval, known as interval censored data, was less than a known value, left censored data, or greater than a known value, right censored data. For example, if we know at the time of a study, th