Event History Analysis, Spring 2010–11

SOCIOLOGY G93.3306-001

EVENT HISTORY ANALYSIS

3:30 - 6:10 Wednesday

Puck Building, 4th floor conference room

INSTRUCTOR Lawrence Wu, Department of Sociology, New York University

[email protected] or [email protected]
OFFICE HOURS 2:30 - 4:30 Thursday or by appointment

SUBJECT MATTER This course surveys methods for analyzing event history data, with a
focus on continuous-time models and estimation techniques. Topics
include the exploratory analysis of event history data, nonparametric
methods, right censoring, maximum likelihood estimation, alternative
specifications for a time dependent baseline hazard rate, observed
and unobserved heterogeneity, time-varying covariates, proportional
and nonproportional models, multiple transition and competing risk
models, left truncation and left censoring, and analogs of recursive and
nonrecursive models. Major emphasis is placed on the logic, practical
use, and estimation of models.

ASSIGNMENTS There are required readings, problem sets, and an empirical research
paper. The main requirement is an empirical research paper along the
lines of a research note or short journal paper. The paper should review
relevant literatures, link these literatures to your outcome and data, and
discuss results from your analyses. You are required to submit a 2–
5 page paper proposal, a first draft, and final draft. Readings will be
posted online. Students may be asked to discuss required readings and
problem sets in class. Important dates are:

Proposal February 23, 2011

First draft April 6, 2011
Final paper May 11, 2011

GRADING The paper determines 75 percent of the final grade; the problem sets and
class participation determine 25 percent. A passing grade requires that
you complete all requirements, including the term paper, in a timely
fashion. Incompletes will not be given.
Event History Analysis, Spring 2010-11 Page 2

TEXTS AND OVERVIEWS

There is no assigned text, but if you wish to purchase one, I recommend:

Cox. D. R., and D. Oakes. 1984. Analysis of Survival Data. London: Chapman and Hall.

The following may also be useful:

Aalen, Odd O., Ørnulf Borgan, and Håkon J. Gjessing. 2010. Survival and Event History
Analysis: A Process Point of View. New York: Springer.
Allison, Paul D. 1984. Event History Analysis: Regression for Longitudinal Event Data.
Beverly Hills: Sage.

Blossfeld, Hans-Peter, Alfred Hamerle, and Karl Ulrich Mayer. 1989. Event History Analysis.
Hillsdale, NJ: Erlbaum.

Blossfeld, Hans-Peter, Katrin Golsch, and Götz Rohwer. 2007. Event History Analysis with
Stata. Hillsdale, NJ: Erlbaum.

Box-Steffensmeier, Janet M., and Bradford S. Jones. 2004. Event History Modeling: A Guide
for Social Scientists. Cambridge: Cambridge University Press.
Cleves, Mario, William Gould, Roberto G. Gutierrez, and Yulia V. Marchenko. 2008. An
Introduction to Survival Analysis Using Stata, Third Edition. College Station, TX: Stata Press.

Fleming, Thomas R., and David P. Harrington. 1991. Counting Processes and Survival
Analysis. New York: Wiley.

Hosmer, David W., Jr., Stanley Lemeshow, and Susanne May. 2008. Applied Survival Analysis:
Regression Modeling of Time to Event Data, 2nd Edition. Hoboken, NJ: Wiley.
Hougaard, Philip. 2000. Analysis of Multivariate Survival Data. New York: Springer.

Kalbfleisch, John D., and Ross L. Prentice. 1980. The Statistical Analysis of Failure Time Data.
New York: Wiley.

Lancaster, Tony. 1990. The Econometric Analysis of Transition Data. Cambridge: Cambridge
University Press.

Tuma, Nancy Brandon, and Michael T. Hannan. 1984. Social Dynamics: Models and Methods.
Orlando, FL: Academic.
Vermunt, Jeroen. 1997. Log-Linear Models for Event Histories. Thousand Oaks, CA: Sage.

Yamaguchi, Kazuo. 1991. Event History Analysis. Newbury Park, CA: Sage.
Event History Analysis, Spring 2010-11 Page 3

Shorter works giving concise overviews from different perspectives include:

Amemiya, Takeshi. 1985. Advanced Econometrics. Cambridge, MA: Harvard University
Press. Chapter 11, Section 2.

Carroll, Glenn R. 1983. “Dynamic Analysis of Discrete Dependent Variables: A Didactic

Essay.” Quality and Quantity 17(6): 425–60.

Heckman, James J., and Burton Singer. 1985. “Social Science Duration Analysis.” Pp. 39–110
in James J. Heckman and Burton Singer (Eds.), Longitudinal Analysis of Labor Market Data.
Cambridge: Cambridge University Press.

Palloni, Alberto, and Aage Sørensen. 1988. “Methods for the Analysis of Event History Data:
A Didactic Overview.” In P. B. Baltes, D. L. Featherman, and R. M. Lerner, (Eds.), Life-span
Development and Behavior, Volume 10. Hillsdale, NJ: Erlbaum Associates.
Wu, Lawrence L. 2003. “Event History Models for Life Course Analysis.” Pp. 477–502 in J.
Mortimer and M. Shanahan (Eds.), Handbook of the Life Course. New York: Plenum.
Event History Analysis, Spring 2010-11 Page 4

COURSE SYLLABUS

1. INTRODUCTION (JANUARY 26 - FEBRUARY 2)

JANUARY 26: Fundamentals

TOPICS

Observation plans: cross-section, panel, event count, event sequence, event history
data. Event history, state space, observation period, hazard rate, integrated hazard,
survivor probability, right censoring. State space, multiple transitions. Nonparametric
estimation: Kaplan-Meier and Nelson-Aalen estimators.

ADDITIONAL REFERENCES

Aalen, Odd O. 1978. “Nonparametric Inference for a Family of Counting Processes.”

Annals of Statistics 6(4): 701–26.

Efron, Bradley. 1967. “The Two Sample Problem with Censored Data.” Pp. 831–53 in
L. M. LeCam, J. Neyman, and E. L. Scott (Eds.), Proceedings of the Fifth Berkeley
Symposium on Mathematical Statistics and Probability, Vol. 4.

Kaplan, E.L., and P. Meier. 1958. “Nonparametric Estimation from Incomplete Obser-
vations.” Journal of the American Statistical Association 53(282): 457–81.

Miller, Rupert G., Jr. 1983. “What Price Kaplan-Meier?” Biometrics 39: 1077–81.

Nelson, Wayne. 1972. “Theory and Applications of Hazard Plotting for Censored
Failure Data.” Technometrics 14(4): 945–66.

FEBRUARY 2: Exploratory data analysis; nonparametric methods

TOPICS

Nonparametric estimation continued. Maximum-likelihood estimation in homogeneous

populations. Nelson-Aalen, occurrence-exposure, Cox-Oakes estimators. Life table.
Smoothing nonparametric hazard estimates. Descriptive and exploratory data analysis.

READINGS

Wu, Lawrence L. 2003. “Event History Models for Life Course Analysis.” In J.
Mortimer and M. Shanahan (Eds.), Handbook of the Life Course, Plenum. [Read pages
477–481 only.)

Wu, Lawrence L. 1989. “Issues in Smoothing Empirical Hazards.” Sociological Me-

thodology 19: 127–59. (Skip Section 4.)
Event History Analysis, Spring 2010-11 Page 5

APPLICATIONS

Bane, Mary Jo, and David T. Ellwood. 1986. “Slipping Into and Out of Poverty: The
Dynamics of Spells.” Journal of Human Resources 21(1): 1–21.

Bumpass, Larry L., and Hsien-Hen Lu. 2000. “Trends in Cohabitation and Implications
for Children’s Family Contexts.” Population Studies 54(1): 29–41.

Preston, Samuel H., and John McDonald. 1979. “The Incidence of Divorce within
Cohorts of American Marriages Contracted since the Civil War.” Demography 16(1):
1–25.

Wu, Lawrence L., Larry L. Bumpass, and Kelly Musick. 2001. “Historical and Life
Course Trajectories of Nonmarital Childbearing.” Pp. 3–48 in L.L. Wu, and B. Wolfe
(Eds.), Out of Wedlock: Causes and Consequences of Nonmarital Fertility. New York:
Russell Sage Foundation.

Wu, Lawrence L. 2008. “Cohort Estimates of Nonmarital Fertility.” Demography 45(1):

193–207.

ADDITIONAL REFERENCES

Hoem, Jan M. 1984. “A Flaw in Actuarial Exposed-to-Risk Theory.” Scandinavian

Actuarial Journal 1984: 187–94.

Preston, Samuel H., Patrick Heuveline, and Michel Guillot. 2001. Demography:
Measuring and Modeling Population Processes. Oxford: Blackwell. Chapter 2.

Tanner, Martin A., and Wing Hung Wong. 1984. “Data-based Nonparametric Estima-
tion of the Hazard Function with Applications to Model Diagnostics and Exploratory
Analysis.” Journal of the American Statistical Association 79(385): 174–82.

2. SINGLE TRANSITION MODELS, PART I (FEBRUARY 9 - 23)

FEBRUARY 9: Modeling the baseline hazard; estimation

TOPICS

Alternative specifications for the baseline hazard. Parametric models (exponential,

Weibull, Gompertz, Makeham, log logistic, log normal, sickle, Hernes, Coale-McNeil)
and piecewise alternatives. Maximum likelihood estimation and inference.

READINGS

Blossfeld, Hans-Peter, Alfred Hamerle, and Karl Ulrich Mayer. 1989. Pp. 26–42 in
Event History Analysis. Hillsdale, NJ: Erlbaum.

Wu, Lawrence L. 2003. “Event History Models for Life Course Analysis.” In J.
Mortimer and M. Shanahan (Eds.), Handbook of the Life Course, Plenum. [Read pages
482–486 only.)
Event History Analysis, Spring 2010-11 Page 6

Wu, Lawrence L. 1990. “Simple Graphical Goodness-of-Fit Tests for Survival Data.”
Pp. 184–99 in Karl Ulrich Mayer and Nancy Brandon Tuma (Eds.), Event History
Analysis in Life Course Research. Madison, WI: Wisconsin University Press.

FEBRUARY 16: The proportional hazard model

TOPICS
The proportional hazard assumption. Incorporating proportional effects of covariates to
obtain a hazard regression model. Maximum likelihood estimation and inference. The
Cox model.
READINGS
Wu, Lawrence L. 2003. “Event History Models for Life Course Analysis.” In J.
Mortimer and M. Shanahan (Eds.), Handbook of the Life Course, Plenum. (Read pages
486–91.)
APPLICATIONS
Bumpass, Larry, and Sara McLanahan. 1989. “Unmarried Motherhood: Recent Trends,
Composition, and Black-White Differences.” Demography 26(2): 279–86. [Cox.]
Carroll, Glenn R., and Karl Ulrich Mayer. 1986. “Job-Shift Patterns in the Federal
Republic of Germany: The Effects of Social Class, Industrial Sector and Organizational
Size.” American Sociological Review 51(3): 323–41. [Cox.]
Conell, Carol, and Samuel Cohn. 1995. “Learning from Other People’s Actions:
Environmental Variation and Diffusion in French Coal Mining Strikes: 1890-1935.”
American Journal of Sociology 101(2): 366–403. [Makeham.]
Diekman, Andreas, and Henriette Engelhardt. 1999. “Social Inheritance of Divorce in
Postwar Germany.” American Sociological Review 64(6): 783–93. [Sickle.]
DiPrete, Thomas A. 1981. “Unemployment over the Life Cycle: Racial Differences and
the Effect of Changing Economic Conditions.” American Journal of Sociology 87(2):
286–307. [Cox.]
Edelman, Lauren B. “Legal Environments and Organizational Governance: The Ex-
pansion of Due Process in the American Workplace.” American Journal of Sociology
95(6): 1401-40. [Simple exponential, piecewise exponential, Gompertz.]
Felmlee, Diane, and Donna Eder. 1983. “Contextual Effects in the Classroom: The
Impact of Ability Groups on Student Attention.” Sociology of Education 56(2): 77–87.
[Gompertz.]
Freeman, John, Glenn R. Carroll, and Michael T. Hannan. 1983. “The Liability of
Newness: Age Dependence in Organizational Death Rates.” American Sociological
Review 48(5): 692–710. [Simple exponential, Gompertz, Makeham.]
Gilks, Walter R. 1986. “The Relationship between Birth History and Current Fertility
in Developing Countries.” Population Studies 40(3): 437–55.
Event History Analysis, Spring 2010-11 Page 7

Hannan, Michael T., Nancy Brandon Tuma, and Lyle P. Groeneveld. 1977. “Income
and Marital Events: Evidence from an Income-Maintenance Experiments.” American
Journal of Sociology 82(6): 1186–1211. [Exponential.]

Joyner, Kara, and Grace Kao. 2005. “Interracial Relationships and the Transition to
Adulthood.” American Sociological Review 70(4): 563–81. [Cox.]

Liebman Robert, John R. Sutton, and Robert Wuthnow. 1988. “Exploring the Social
Sources of Denominationalism: Schisms in American Protestant Denominations, 1890–
1980.” American Sociological Review 53(3): 343–52. [Gompertz.]

Menken, Jane, James Trussell, Debra Stempel, and Ozer Babakol. 1981. “Proportional
Hazards Life Table Models: An Illustrative Analysis of Socio-Demographic Influences
on Marriage Dissolution in the United States.” Demography 18(2): 181–200. [Piece-
wise exponential.]

Michael, Robert T., and Nancy Brandon Tuma. 1985. “Entry into Marriage and
Parenthood by Young Men and Women: The Influence of Family Background.”
Demography 22(4): 515–44. [Cox, with comparisons.]

Myers, Daniel J. 1997. “An Event History Analysis of Racial Rioting in the 1960s.”
American Sociological Review 62(1): 94–112. [Cox.]

Palloni, Alberto, and Elizabeth Arias. 2004. “Paradox Lost: Explaining the Hispanic
Adult Mortality Advantage.” Demography 41(3): 385–315.]

Palloni, Alberto, and Hantamala Rafalimanana. 1999. “The Effects of Infant Mortality
on Fertility Revisited: New Evidence from Latin America.” Demography 36(1): 41–58.
[Piecewise constant.]

Sandefur, Gary D. 1985. “Variations in Interstate Migration of Men across the Early
Stages of the Life Cycle.” Demography 22(3): 353–66. [Gompertz.]

Sørensen, Jesper B. 2004. “The Organizational Demography of Racial Employment

Segregation.” American Journal of Sociology 110(3): 626–71. [Piecewise constant.]

Trussell, James, and Charles Hammerslough. 1983. “A Hazards-Model Analysis of the

Covariates of Infant and Child Mortality in Sri Lanka.” Demography 20(1): 1–26.

Tuma, Nancy Brandon. 1976. “Rewards, Resources and the Rate of Mobility: A
Nonstationary Multivariate Stochastic Model,” American Sociological Review 41(2):
338–60. [Additive hazards.]

Tuma, Nancy Brandon, Michael T. Hannan, and Lyle P. Groeneveld. 1979. “Dynamic
Analysis of Event Histories.” American Journal of Sociology 84(4): 820–54.

Uggen, Christopher. 2000. “Work as a Turning Point in the Life Course of Criminals: A
Duration Model of Age, Employment, and Recidivism.” American Sociological Review
65(4): 529–46.
Event History Analysis, Spring 2010-11 Page 8

ADDITIONAL REFERENCES
Cox, D.R. 1972. “Regression Models and Life Tables (with discussion).” Journal of the
Royal Statistical Society 34B(2): 187–220.

Cox, D.R. 1975. “Partial Likelihood.” Biometrika 62(2): 269–76.

Gill, Richard D. 1984. “Understanding Cox’s Regression Model: A Martingale Ap-

proach.” Journal of the American Statistical Association 74(386): 441–47.

FEBRUARY 23: The proportional hazard model continued

TOPICS

The Cox model (continued). Discrete-time models and estimation. Time-varying

covariates. Nonlinear covariate effects. Residuals and other regression diagnostics.

READINGS
Hosmer, Lemeshow, and May, Chapter 6, pp. 169–191.

Li, Jui-Chung Allen, and Lawrence L. Wu. 2008. “No Trend in the Intergenerational
Transmis-sion of Divorce.” Demography 45(4): 875–83.

Wu, Lawrence L. 1996. “Effects of Family Instability, Income, and Income Instability
on the Risk of a Premarital Birth.” American Sociological Review 61(3): 386–406.

Wu, Lawrence L., and Kelly Musick. 2008. “Stability of Marital and Cohabiting Unions
Following A First Birth.” Population Research and Policy Review 27(6): 713–27.
APPLICATIONS

Axinn, William G., and Arland Thornton. 1993. “Mothers, Children, and Cohabitation:
The Intergenerational Effects of Attitudes and Behavior.” American Sociological Re-
view 58(2): 233–46. [Discrete-time logistic.]

Axinn, William G., and Scott T. Yabiku. 2001. “Social Change, the Social Organization
of Families, and Fertility Limitation.” American Journal of Sociology 106(5): 1219–61.
[Discrete-time logistic, time-varying covariates.]

Brines, Julie, and Kara Joyner. 1999. “Principles of Cohesion in Cohabitation and
Marriage.” American Sociological Review 64(3): 333–55. [Discrete-time logistic, time-
varying covariates.]
Browning, Christopher R., Tama Leventhal, and Jeanne Brooks-Gunn. 2005. “Sexual
Initiation in Early Adolescence: The Nexus of Parental and Community Control.”
American Sociological Review 70(5): 758–78. [Discrete-time multilevel logistic.]

Hannan, Michael T., Nancy Brandon Tuma, and Lyle P. Groeneveld. 1978. “Income
and Independence Effects on Marital Dissolution: Results from the Seattle and Denver
Income-Maintenance Experiments.” American Journal of Sociology 84(3): 611–33.
[Nonlinear effects.]
Event History Analysis, Spring 2010-11 Page 9

Jacobs, David, Zhenchao Qian, Jason T. Carmichael, Stephanie L. Kent. 2007. “Who
Survives on Death Row? An Individual and Contextual Analysis.” American Sociologi-
cal Review 72(4): 610–632. [Discrete-time logistic.]
Kalmijn, Matthijs, Anneke Loeve, and Dorienn Manting. 2007. “Income Dynamics in
Couples and the Dissolution of Marriage and Cohabitation.” Demography 44(1): 159–
79. [Discrete-time logistic.]
McLanahan, Sara S. 1988. “Family Structure and Dependency: Early Transitions to
Female Household Headship.” Demography 25(1): 1–16. [Discrete-time logistic.]
Myers, Daniel J. 1997. “An Event History Analysis of Racial Rioting in the 1960s.”
American Sociological Review 62(1): 94–112. [Time-varying covariates.]
Nystrand, Martin, Lawrence L. Wu, Adam Gamoran, Susie Zeiser, and Daniel A. Long.
2003. “Questions in Time: Investigating the Structure and Dynamics of Unfolding
Classroom Discourse.” Discourse Processes 35(2): 135–96. [Time-varying covariates.]
Sweeney, Megan M. 2002. “Two Decades of Family Change: The Shifting Economic
Foundations of Marriage.” American Sociological Review 67(1): 132–47. [Discrete-
time logistic.]
Wu, Lawrence L., and Brian C. Martinson. “Family Structure and the Risk of a
Premarital Birth.”American Sociological Review 58(2): 210–32. [Piecewise splined
Gompertz, time-varying covariates.]
Wu, Lawrence L., and Elizabeth Thomson. 2001. “Racial Differences in Family Change
and Early Sexual Initiation.” Journal of Marriage and the Family 63(3): 682–96.
[Piecewise splined Gompertz, time-varying covariates.]

3. DATA AND SOFTWARE

MARCH 2: Data and software

TOPICS
Data structures. Nonparametric estimation. Estimation of proportional hazard models
with non-time-varying and time-varying covariates.
READINGS
[No readings for this week; see class lecture notes.]
ADDITIONAL REFERENCES
Cleves, Mario, William Gould, Roberto G. Gutierrez, and Yulia V. Marchenko. 2008.
An Introduction to Survival Analysis Using Stata, Third Edition. College Station, TX:
Stata Press.
Blossfeld, Hans-Peter, Katrin Golsch, and Götz Rohwer. 2007. Event History Analysis
with Stata. Hillsdale, NJ: Erlbaum.
Event History Analysis, Spring 2010-11 Page 10

4. SINGLE TRANSITION MODELS, PART II (MARCH 9 - MARCH 30)

MARCH 9: Left truncation, left censoring, multiple clocks, nonproportionality

TOPICS

Observation plan and sampling. Staggered entries into risk. Initial conditions, left
truncation, left censoring. Multiple time dimensions. Nonproportional models.

READINGS

[No readings for this week; see class lecture notes.]

APPLICATIONS

Carlson, Elwood, Jan M. Hoem, and Jitka Rychtarikova. 1999. “Trajectories of Fetal
Loss in the Czech Republic.” Demography 36(3): 327–37.

Diekman, Andreas, and Henriette Engelhardt. 1999. “Social Inheritance of Divorce in

Postwar Germany.” American Sociological Review 64(6): 783–93.

Martin, Steven P. 2000. “Diverging Fertility Among U.S. Women Who Delay Child-
bearing.” Demography 37(4): 523–33.

South, Scott J. 2001. “Time-Dependent Effects of Wives’ Employment on Marital

Dissolution.” American Sociological Review 66(2): 226–45.

Wu, Lawrence L., and Brian C. Martinson. “Family Structure and the Risk of a
Premarital Birth.”American Sociological Review 58(2): 210–32. [See especially pp.
221–223]

ADDITIONAL REFERENCES

Guo, Guang. 1993. “Event History Analysis for Left-Truncated Data.” Sociological
Methodology 23: 217–43.

Hastie, Trevor, and Robert Tibshirani. 1990. Generalized Additive Models. Chapter 8.
London: Chapman and Hall.

Tuma and Hannan, pp. 187–97.

Vermunt, Jeroen. 1997. Pp. 117–29 in Log-linear Models for Event Histories. Thousand
Oaks, CA: Sage.

Xie, Yu. 1994. “Log-Multiplicative Models for Discrete-Time Discrete-Covariate Event

History Data.” Sociological Methodology 24: 301–340.

Wu, Lawrence L., and Nancy Brandon Tuma. 1990. “Local Hazard Models.” Sociologi-
cal Methodology 20: 141–80.

MARCH 16: NO CLASS (spring break)

Event History Analysis, Spring 2010-11 Page 11

MARCH 23: Unobserved heterogeneity

TOPICS

Contrasts between unobservables in linear and hazard regression models. Selection by

virtue of survival. Frailty models. Effects on parameter estimates. Parametric and
semiparametric estimation. Identifiability.

READINGS

Vaupel, James W., and Anatoli I. Yashin. 1985. “Heterogeneity’s Ruses: Some
Surprising Effects of Selection on Population Dynamics.” American Statistician 39(3):
176-85.

Heckman, James J., and Burton Singer. 1984. “A Method for Minimizing the Impact of
Distributional Assumptions in Econometric Models for Duration Data.” Econometrica
52(2): 271-320.

APPLICATIONS

Galler, Heinz P., and Ulrich Poetter. 1990. “Unobserved Heterogeneity in Models of
Unemployment Duration.” Pp. 226-40 in Karl Ulrich Mayer and Nancy Brandon Tuma
(Eds.), Event History Analyses in the Life Course. Madison, WI: Wisconsin University
Press.

Heckman, James J., V. Joseph Hotz, and James R. Walker. 1985. “New Evidence on the
Timing and Spacing of Births.” American Economic Review 75(2): 179-84.

Heckman, James J., and James R. Walker. 1987. “Using Goodness of Fit and Other
Criteria to Choose Among Competing Duration Models: A Case Study of the Hutterite
Data.” Sociological Methodology 17: 247-308.

Heckman, James J., and James R. Walker. 1990. “The Third Birth in Sweden.” Journal
of Population Economics 3: 235-75.

Tuma, Nancy Brandon. 1985. “Effects of Labor Market Structure on Job Shift Patterns.”
Pp. 327-63 in James J. Heckman and Burton Singer (Eds.), Longitudinal Analysis of
Labor Market Data. Cambridge: Cambridge University Press.

Vaupel, James W. 1988. “Inherited Frailty and Longevity” Demography 25(2): 277–88.

ADDITIONAL REFERENCES

Aalen, Odd O., Ørnulf Borgan, and Håkon J. Gjessing. 2010. Chapters 6 and 7 in
Survival and Event History Analysis: A Process Point of View. New York: Springer.

Elbers, C., and G. Ridder. 1982. “True and Spurious Duration Dependence: The
Identifiability of the Proportional Hazard Model.” Review of Economic Studies 49(3):
403-10.

Hamerle, Alfred. 1991. “On the Treatment of Interrupted Spells and Initial Conditions
in Event History Analysis.” Sociological Methods and Research 19: 388–414.
Event History Analysis, Spring 2010-11 Page 12

Hougaard, Philip. 2000. Analysis of Multivariate Survival Data. New York: Springer.
Ridder, Gert. 1984. “The Distribution of Single Spell Duration Data.” Pp. 45–73 in
George R. Neumann and Niels C. Westergard-Nielsen (Eds.), Studies in Labor Market
Dynamics. Berlin: Springer-Verlag.
Trussell, James, and Toni Richards. 1985. “Correcting for Unmeasured Heterogeneity
in Hazard Models Using the Heckman-Singer Procedure.” Sociological Methodology
15: 242-76.
Trussell, James, and German Rodriguez. 1990. “Heterogeneity in Demographic Re-
search.” In Julian Adams, Albert Hermalin, and David Lam (Ed.), Convergent Issues in
Genetics and Demography. Oxford University Press.

MARCH 30: Treatment selection on observables

TOPICS
Counterfactual approach to causal inference. Selection of treatment on observables.
Designs involving time-varying treatment. Weighting by the time-varying inverse
probability of treatment.
READINGS
Robins, James M., Miguel Angel Hernan, and Babette Brümback. 2000. Epidemiology
11(5): 550–60.
Hernan, Miguel Angel, Babette Brümback, and James M. Robins. 2000. Epidemiology
11(5): 561–70.
Aalen, Odd O., Ørnulf Borgan, and Håkon J. Gjessing. 2010. Survival and Event
History Analysis: A Process Point of View. Chapter 9. New York: Springer.

5. LINKED PROCESSES (APRIL 6 - 20)

APRIL 6: Sequential processes

TOPICS
Hazard analogs of recursive path models for metric outcomes. Intervening events.
Direct and indirect effects. Relationships between exposure and prevalence.
READINGS
Wu, Lawrence L., and Steven P. Martin. 2011. “Insights from a Sequential Hazard
Model of Sexual Initiation and Premarital First Births.”
ADDITIONAL REFERENCES
Wu, Lawrence L., and Steven P. Martin. 2009. “Effects of Exposure on Prevalence
and Cumulative Risk: Direct and Indirect Effects in a Recursive Hazard Model.”
Sociological Methodology 39: 185–232.
Event History Analysis, Spring 2010-11 Page 13

APRIL 13: Competing risks, multistate models

TOPICS
Classical competing risks. Interpretation of sub-hazard and sub-survival functions.
Identification.
READINGS
Wu, Lawrence L. 2003. “Event History Models for Life Course Analysis.” In J.
Mortimer and M. Shanahan (Eds.), Handbook of the Life Course, Plenum. (Read pages
492–94.)
Cox and Oakes, Chapter 9.
England, Paula, Lawrence L. Wu, and Emily Shafer. 2011. “Cohort Trends in Premarital
Conceptions, Shotgun Marriages, and Nonmarital Births.”
APPLICATIONS
Aalen, Odd O., Ornulf Borgan, Niels Keiding, and Jens Thormann. 1980. “Interaction
between Life History Events: Nonparametric Analysis for Prospective and Retrospec-
tive Data in the Presence of Censoring.” Scandinavian Journal of Statistics 7(4): 161–
71.
Chang, Jiyeun, and Lawrence L. Wu. “Labor Force Transitions of Women in the Period
Surrounding a First Birth.” Unpublished manuscript.
Martin, Steven P., and Lawrence L. Wu. “Teenage and Subsequent Childbearing.”
CDE Working Paper No. 98–01, Center for Demography and Ecology, University of
Wisconsin-Madison.
Palloni, Alberto, Douglas S. Massey, Miguel Ceballos, Kristin Espinosa, and Michael
Spittel. 2001. “Social Capital and International Migration: A test Using Information on
Family Networks.” American Journal of Sociology 106(5): 1262–98.
Wu, Lawrence L., and Steven P. Martin. 2008. “Is There an Engine of Nonmarital
Fertility?”
ADDITIONAL REFERENCES
Heckman, James J., and Bo E. Honoré. 1989. “The Identifiability of the Competing
Risks Model.” Biometrika 76(2): 325–30.
Hill, Daniel R., William G. Axinn, and Arland Thornton. 1993. “Competing Hazards
with Shared Unmeasured Risk Factors.” Sociological Methodology 23: 245–77.
Hoem, Jan M., and Ulla Funck Jensen. 1982. “Multistate Life Table Methodology:
A Probabilist Critique.” Pp. 155–264 in Kenneth C. Land and Andrei Rogers (Eds.),
Multidimensional Mathematical Demography. New York: Academic Press.
Lancaster, Tony. 1990. The Econometric Analysis of Transition Data. Cambridge:
Cambridge University Press. [See especially Chapters 5–8.]
Event History Analysis, Spring 2010-11 Page 14

Prentice, R. L., J. D. Kalbfleisch, A. V. Peterson, Jr., N. Flournoy, V. T. Farewell, and

N. E. Breslow. 1978. “The Analysis of Failure Times in the Presence of Competing
Risks.” Biometrics 34(4): 541–54.

Preston, Samuel H., Patrick Heuveline, and Michel Guillot. 2001. Demography:
Measuring and Modeling Population Processes. Oxford: Blackwell. Chapter 12.

Tsiatis, A. 1978. “A Nonidentifiability Aspect of the Problem of Competing Risks.”

Proceedings of the National Academy of Sciences 72: 20–2.

APRIL 20: Models with correlated unobservables; diffusion models.

TOPICS

Multiple origin and destination states with correlated unobservables. Diffusion models.
Identification.

READINGS

Lillard, Lee. 1993. “Simultaneous Equations for Hazards: Marriage Duration and
Fertility Timing.” Journal of Econometrics 56(1/2): 189–217.

Brien, Michael J., Lee A. Lillard, and Linda J. Waite. 1999. “Interrelated Family-
Building Behaviors: Cohabitation, Marriage, and Nonmarital Conception.” Demo-
graphy 36(4): 535–52.

Steele, Fiona, Constantinos Kallis, Harvey Goldstein, and Heather Joshi. 2005. “The
Relationship between Childbearing and Transitions From Marriage and Cohabitation
in Britain.” Demography 42(4): 647–73.

Strang, David, and Nancy Brandon Tuma. 1993. “Spatial and Temporal Heterogeneity
in Diffusion.” American Journal of Sociology 99(3): 614–39.

APPLICATIONS

Lillard, Lee A., Michael J. Brien, and Linda J. Waite. 1995. “Premarital Cohabitation
and Subsequent Marital Dissolution: A Matter of Self-Selection?” Demography 32(3):
437–57.

Lillard, Lee A., and Constantijn W. A. Panis. 1996. “Marital Status and Mortality: The
Role of Health.” Demography 33(3): 313–27.

Lillard, Lee A., and Linda J. Waite. 1993. “A Joint Model of Childbearing and Marital
Disruption.” Demography 30(4): 653–81.

Upchurch, Dawn M., Lee A. Lillard, and Constantijn W. A. Panis. 2001. “The Impact
of Nonmarital Childbearing on Subsequent Marital Formation and Dissolution.” Pp.
344–80 in Lawrence L. Wu, and Barbara Wolfe (Eds.), Out of Wedlock: Trends and
Consequences of Nonmarital Fertility. New York: Russell Sage Foundation.
Event History Analysis, Spring 2010-11 Page 15

APRIL 27: Multivariate survival models

TOPICS

Bivariate and multivariate survival processes. Models for clustered events. Sibling
models. Instruments, identification.

READINGS

Guo, Guang. 1993. “Use of Sibling Data to Estimate Family Mortality Effects in
Guatemala.” Demography 30(1): 15–32.
APPLICATIONS

Guo, Guang, and German Rodriguez. 1992. “Estimating a Multivariate Proportional

Hazards Model for Clustered Data Using the EM Algorithm, with an Application to
Child Survival in Guatemala.” Journal of the American Statistical Association 87(420):
969–76.

ADDITIONAL REFERENCES

Aalen, Odd O., Ørnulf Borgan, and Håkon J. Gjessing. 2010. Survival and Event
History Analysis: A Process Point of View. Chapters 7 and 8. New York: Springer.
Hougaard, Philip. 2000. Analysis of Multivariate Survival Data. New York: Springer.

Mare, Robert D. 1994. “Discrete-Time Bivariate Hazards with Unobserved Heteroge-

neity: A Partially Observed Contingency Table Approach.” Sociological Methodology
24: 341–83.

8. WRAP-UP (May 8)

MAY 8: Simulation, bootstrap, Bayesian models, sequence analysis

TOPICS

The bootstrap. Bayesian estimation and inference. Sequence analysis.

ADDITIONAL REFERENCES
Efron, Bradley. 1981. “Censored Data and the Bootstrap.” Journal of the American
Statistical Association 76(374):139–172.

Wolf, Douglas A. 1986. “Simulation Methods for Analyzing Continuous–Time Event-

History Models.” Sociological Methodology 16: 283–308

Wu, Lawrence L. “Some Comments on ‘Sequence Analysis and Optimal Matching

Methods in Sociology: Review and Prospect.’” 2000. [Comment on Abbott and Tsay.]
Sociological Methods and Research 29(1): 41–64.