Discrete Time Models

Chapter
Part of the BestMasters book series (BEST)

Abstract

As noted in section 2.3, by the introduction of failure indicators \({{y}_{ij}},\,i=1,\ldots ,n,j=1,\ldots ,{{t}_{i}}\) a Bernoulli likelihood is obtained and estimation can proceed as for binary regression – allowing that time can be treated like an arbitrary covariate whose effect can be smoothed. This is not the case for continuous time models.

Keywords

Covariance 

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Copyright information

© Springer Fachmedien Wiesbaden 2015

Authors and Affiliations

  1. 1.HamburgGermany

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