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- W4289550149 abstract "Truncated survival data are observed retrospectively, if the death event falls into the study period. We find that estimating the survival distribution requires a model for the birth event. With births generated by a parametric Poisson process, we analyse the likelihood of parametric survival, stochastically independent of birth. Conditioning on the number of observed units reduces the number of parameters by one, and to two in our application. The compact support of an observation simplifies the proof of consistency. Furthermore, that we only need to show identification separately for the birth and the death distribution is helpful for demonstrating asymptotic normality. For identification of the survival parameters, a stronger criterion is needed than for a simple random sample, but is fulfilled in our application. In a simulation study, we find that the variance inflation by truncation can be substantial, and apparently is indeed so in our application. From 55,000 German companies that went insolvent between 2014 and 2016, we infer an average time to insolvency of six years and a negative linear trend of corporate foundations after the German reunification in 1990. Companies in Northern Germany survive longer than in the south." @default.
- W4289550149 created "2022-08-03" @default.
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- W4289550149 date "2022-07-04" @default.
- W4289550149 modified "2023-09-26" @default.
- W4289550149 title "Retrospective sampling of survival data based on a Poisson birth process: conditional maximum likelihood" @default.
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- W4289550149 doi "https://doi.org/10.1080/02331888.2022.2105843" @default.
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