Competing Risks Quantile Regression at Work: In-depth Exploration of the Role of Public Child Support for the Duration of Maternity Leave

Stephan Dlugosz, Simon M. S. Lo, Ralf Wilke

Research output: Contribution to journalJournal articleResearchpeer-review

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Abstract

Despite its emergence as a frequently used method for the empirical analysis of multivariate data, quantile regression is yet to become a mainstream tool for the analysis of duration data. We present a pioneering empirical study on the grounds of a competing risks quantile regression model. We use large-scale maternity duration data with multiple competing risks derived from German linked social security records to analyse how public policies are related to the length of economic inactivity of young mothers after giving birth. Our results show that the model delivers detailed insights into the distribution of transitions out of maternity leave. It is found that cumulative incidences implied by the quantile regression model differ from those implied by a proportional hazards model. To foster the use of the model, we make an R-package (cmprskQR) available.
Original languageEnglish
JournalJournal of Applied Statistics
Volume44
Issue number1
Pages (from-to)109-122
ISSN0266-4763
DOIs
Publication statusPublished - 2017

Keywords

  • Dependent competing risks
  • Quantile regression
  • Quantile crossings

Cite this

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title = "Competing Risks Quantile Regression at Work: In-depth Exploration of the Role of Public Child Support for the Duration of Maternity Leave",
abstract = "Despite its emergence as a frequently used method for the empirical analysis of multivariate data, quantile regression is yet to become a mainstream tool for the analysis of duration data. We present a pioneering empirical study on the grounds of a competing risks quantile regression model. We use large-scale maternity duration data with multiple competing risks derived from German linked social security records to analyse how public policies are related to the length of economic inactivity of young mothers after giving birth. Our results show that the model delivers detailed insights into the distribution of transitions out of maternity leave. It is found that cumulative incidences implied by the quantile regression model differ from those implied by a proportional hazards model. To foster the use of the model, we make an R-package (cmprskQR) available.",
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Competing Risks Quantile Regression at Work : In-depth Exploration of the Role of Public Child Support for the Duration of Maternity Leave. / Dlugosz, Stephan; Lo, Simon M. S. ; Wilke, Ralf.

In: Journal of Applied Statistics, Vol. 44, No. 1, 2017, p. 109-122.

Research output: Contribution to journalJournal articleResearchpeer-review

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AU - Lo, Simon M. S.

AU - Wilke, Ralf

PY - 2017

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N2 - Despite its emergence as a frequently used method for the empirical analysis of multivariate data, quantile regression is yet to become a mainstream tool for the analysis of duration data. We present a pioneering empirical study on the grounds of a competing risks quantile regression model. We use large-scale maternity duration data with multiple competing risks derived from German linked social security records to analyse how public policies are related to the length of economic inactivity of young mothers after giving birth. Our results show that the model delivers detailed insights into the distribution of transitions out of maternity leave. It is found that cumulative incidences implied by the quantile regression model differ from those implied by a proportional hazards model. To foster the use of the model, we make an R-package (cmprskQR) available.

AB - Despite its emergence as a frequently used method for the empirical analysis of multivariate data, quantile regression is yet to become a mainstream tool for the analysis of duration data. We present a pioneering empirical study on the grounds of a competing risks quantile regression model. We use large-scale maternity duration data with multiple competing risks derived from German linked social security records to analyse how public policies are related to the length of economic inactivity of young mothers after giving birth. Our results show that the model delivers detailed insights into the distribution of transitions out of maternity leave. It is found that cumulative incidences implied by the quantile regression model differ from those implied by a proportional hazards model. To foster the use of the model, we make an R-package (cmprskQR) available.

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