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Re: st: duration analysis in gllamm

From   Antoine Terracol <>
Subject   Re: st: duration analysis in gllamm
Date   Mon, 12 Jul 2010 23:07:10 +0200

On 12/07/2010 17:57, Maarten buis wrote:
continuous unobserved variable. I have recently done some
simulations where I found that especially the two class
case tends to exhibit behaviour that is unique to a grouped
distribution: over time the negative correlation between
the observed and unobserved variables first increased and
than decreased again. The latter decrease was due to the
fact that at later points in time "frail" class became almost

Maarten, just to be sure I get your point, I am correct in assuming that you started with independant observed and unobserved variables (as is assumed by single spells PH duration models), and the correlation pattern you're describing is among the survivors at each point in time?


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