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  American Journal of Political ScienceVolume 50 Issue 1, Pages 192 - 207 Published Online: 20 Dec 2005 © 2010 Midwest Political Science Association Published on behalf of the Midwest Political Science Association
Abstract | References | Full Text: HTML, PDF (Size: 212K) | Related Articles | Citation Tracking  Selection Bias and Continuous-Time Duration Models: Consequences and a Proposed Solution The authors would like to thank Scott Bennett, Suzie De Boef, Garrett Glasgow, Joseph Lang, Gary King, Chris Zorn, and the anonymous referees for helpful comments and suggestions; Randolph M. Siverson, Giacomo Chiozza, and H.E. Goemans for providing assistance with data. All remaining errors are ours. Statistical code used for Monte Carlo simulations and DURSEL program used for model estimation in STATA are available from the authors' Websites. Copyright 2006, Midwest Political Science Association ABSTRACTThis article analyzes the consequences of nonrandom sample selection for continuous-time duration analyses and develops a new estimator to correct for it when necessary. We conduct a series of Monte Carlo analyses that estimate common duration models as well as our proposed duration model with selection. These simulations show that ignoring sample selection issues can lead to biased parameter estimates, including the appearance of (nonexistent) duration dependence. In addition, our proposed estimator is found to be superior in root mean-square error terms when nontrivial amounts of selection are present. Finally, we provide an empirical application of our method by studying whether self-selectivity is a problem for studies of leaders' survival during and following militarized conflicts. | 
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