Splitting It Up: The spduration Split-Population Duration Regression Package for Time-Varying Covariates

摘要

We present an implementation of split-population duration regression in the spduration(Beger et al., 2017) package for R that allows for time-varying covariates. The statistical model accountsfor units that are immune to a certain outcome and are not part of the duration process the researcheris primarily interested in. We provide insights for when immune units exist, that can significantlyincrease the predictive performance compared to standard duration models. The package includesestimation and several post-estimation methods for split-population Weibull and log-logistic models.We provide an empirical application to data on military coups.