II Econometric Analysis Using R

Chapter 22 - Duration Analysis

Also available in Stata and Python versions

Example 22.5

library(wooldridge)
library(AER)

Weibull Model for Recidivism Duration

with_covariates <- survreg(Surv(durat, cens==0) ~ workprg + priors + tserved + felon + alcohol + drugs + black + married + educ + age, data = recid, dist = "weibull")
summary(with_covariates)
##
## Call:
## survreg(formula = Surv(durat, cens == 0) ~ workprg + priors +
##     tserved + felon + alcohol + drugs + black + married + educ +
##     age, data = recid, dist = "weibull")
##                 Value Std. Error     z       p
## (Intercept)  4.221670   0.341311 12.37 < 2e-16
## workprg     -0.112785   0.112535 -1.00  0.3162
## priors      -0.110176   0.017067 -6.46 1.1e-10
## tserved     -0.016830   0.002130 -7.90 2.8e-15
## felon        0.371623   0.131995  2.82  0.0049
## alcohol     -0.555132   0.132243 -4.20 2.7e-05
## drugs       -0.349265   0.121880 -2.87  0.0042
## black       -0.563016   0.110817 -5.08 3.8e-07
## married      0.188104   0.135752  1.39  0.1659
## educ         0.028911   0.024115  1.20  0.2306
## age          0.004622   0.000665  6.95 3.6e-12
## Log(scale)   0.215840   0.038915  5.55 2.9e-08
##
## Scale= 1.24
##
## Weibull distribution
## Loglik(model)= -3192.1   Loglik(intercept only)= -3274.8
##  Chisq= 165.48 on 10 degrees of freedom, p= 2.4e-30
## Number of Newton-Raphson Iterations: 5
## n= 1445
without_covariates <- survreg(Surv(durat, cens==0) ~ 1, data = recid, dist = "weibull")
summary(without_covariates)
##
## Call:
## survreg(formula = Surv(durat, cens == 0) ~ 1, data = recid, dist = "weibull")
##              Value Std. Error     z       p
## (Intercept) 5.2245     0.0705 74.10 < 2e-16
## Log(scale)  0.2627     0.0397  6.61 3.7e-11
##
## Scale= 1.3
##
## Weibull distribution
## Loglik(model)= -3274.8   Loglik(intercept only)= -3274.8
## Number of Newton-Raphson Iterations: 5
## n= 1445