Example L8 Bivariate
binary (survival) response model
This
example is from a study that provides the first estimates of the determinants
of employer search in the
There In example L7 we treated the 'filled' and 'lapsed'
datasets as if they were independent, both data sets have 390,432 binary
observations (at the weekly level) on 12,840 vacancies. For the first risk
('filled') the final response for each vacancy is 1 at the point where the
vacancy fills, and similarly for the ('lapsed') risk. At all other weeks the
responses are zero. There are 7,234 filled vacancies and 5,606 lapsed
vacancies.
For each type of risk we used a 26-piece non-parametric
baseline hazard with 55 covariates. The combined dataset, has 780,864
observations, each of the 12,840 vacancies being represented twice, with each
sequence of vacancy responses ending in a 1 at the point where the vacancy is
filled for a 'filled' risk, the 'lapsed' risk is right
censored at this point and vice versa for a 'lapsed' risk.
The data set vac4-filled-lapsed.dat is the stacked versions
of the two data sets from Example L7.
Sabre commands
out filled-lapsed.log
trace filled-lapsed.trace
data ij r provider vacnum dayrel appren inhouse sic0 sic1
sic2 sic3 sic4 &
sic5 sic6 sic7
sic8 sic9 censored td centre grade2 grade3 grade4 &
written
noemps1 noemps2 noemps3 noemps4 year d n dn n1_d lnwd1_n &
lnwdn lnpopden
lnrelstaff nonman skilled english maths eng_math &
science
othersub olderapp year2 year3 year4 year5 year6 year7 year8 &
month1 month2
month3 month4 month5 month6 month7 month8 month9 &
month10
month11 month12 j lnu18 lnvj y d_1 d_2 d_3 d_4 d_5 d_6 d_7 &
d_8 d_9 d_10
d_11 d_12 d_13 d_14 d_15 d_16 d_17 d_18 d_19 d_20 d_21 &
d_22 d_23 d_24
d_25 d_26 type r1 r2 &
r1d_1 r1d_2
r1d_3 r1d_4 r1d_5 r1d_6 r1d_7 r1d_8 r1d_9 r1d_10 r1d_11 &
r1d_12 r1d_13
r1d_14 r1d_15 r1d_16 r1d_17 r1d_18 r1d_19 r1d_20 r1d_21 &
r1d_22 r1d_23
r1d_24 r1d_25 r1d_26 r1noemps2 r1noemps3 r1noemps4 &
r1sic0 r1sic1
r1sic2 r1sic3 r1sic4 r1sic5 r1sic7 r1sic8 r1sic9 &
r1centre
r1provider r1lnwd1_n r1dn r1lnwdn r1n1_d r1nonman r1skilled &
r1inhouse
r1dayrel r1appren r1grade2 r1grade3 r1grade4 r1english &
r1maths
r1eng_math r1science r1othersub r1olderapp r1written r1lnu18 &
r1lnvj
r1lnpopden r1lnrelstaff r1year2 r1year3 r1year4 r1year5 &
r1year6
r1year7 r1year8 r1month1 r1month2 r1month3 r1month4 r1month5 &
r1month6
r1month7 r1month8 r1month9 r1month10 r1month11 r1month12 &
r2d_1 r2d_2
r2d_3 r2d_4 r2d_5 r2d_6 r2d_7 r2d_8 r2d_9 r2d_10 r2d_11 &
r2d_12 r2d_13
r2d_14 r2d_15 r2d_16 r2d_17 r2d_18 r2d_19 r2d_20 r2d_21 &
r2d_22 r2d_23
r2d_24 r2d_25 r2d_26 r2noemps2 r2noemps3 r2noemps4 &
r2sic0 r2sic1
r2sic2 r2sic3 r2sic4 r2sic5 r2sic7 r2sic8 r2sic9 &
r2centre
r2provider r2lnwd1_n r2dn r2lnwdn r2n1_d r2nonman r2skilled &
r2inhouse
r2dayrel r2appren r2grade2 r2grade3 r2grade4 r2english &
r2maths
r2eng_math r2science r2othersub r2olderapp r2written r2lnu18 &
r2lnvj
r2lnpopden r2lnrelstaff r2year2 r2year3 r2year4 r2year5 &
r2year6
r2year7 r2year8 r2month1 r2month2 r2month3 r2month4 r2month5 &
r2month6
r2month7 r2month8 r2month9 r2month10 r2month11 r2month12
read /scratch/hpc/22/stott/vac4-filled-lapsed.dat
case vacnum
model b
yvar y
rvar r
link first=c second=c
fit r1d_1 r1d_2 r1d_3 r1d_4 r1d_5 r1d_6 r1d_7 r1d_8 r1d_9
r1d_10 r1d_11 &
r1d_12 r1d_13
r1d_14 r1d_15 r1d_16 r1d_17 r1d_18 r1d_19 r1d_20 r1d_21 &
r1d_22 r1d_23
r1d_24 r1d_25 r1d_26 r1noemps2 r1noemps3 r1noemps4 &
r1sic0 r1sic1
r1sic2 r1sic3 r1sic4 r1sic5 r1sic7 r1sic8 r1sic9 &
r1centre
r1provider r1lnwd1_n r1dn r1lnwdn r1n1_d r1nonman r1skilled &
r1inhouse
r1dayrel r1appren r1grade2 r1grade3 r1grade4 r1english &
r1maths
r1eng_math r1science r1othersub r1olderapp r1written r1lnu18 &
r1lnvj
r1lnpopden r1lnrelstaff r1year2 r1year3 r1year4 r1year5 r1year6 &
r1year7 r1year8
r1month1 r1month2 r1month3 r1month4 r1month6 r1month7 &
r1month8
r1month9 r1month10 r1month11 r1month12 &
r2d_1 r2d_2
r2d_3 r2d_4 r2d_5 r2d_6 r2d_7 r2d_8 r2d_9 r2d_10 r2d_11 &
r2d_12 r2d_13
r2d_14 r2d_15 r2d_16 r2d_17 r2d_18 r2d_19 r2d_20 r2d_21 &
r2d_22 r2d_23
r2d_24 r2d_25 r2d_26 r2noemps2 r2noemps3 r2noemps4 &
r2sic0 r2sic1
r2sic2 r2sic3 r2sic4 r2sic5 r2sic7 r2sic8 r2sic9 &
r2centre
r2provider r2lnwd1_n r2dn r2lnwdn r2n1_d r2nonman r2skilled &
r2inhouse
r2dayrel r2appren r2grade2 r2grade3 r2grade4 r2english &
r2maths
r2eng_math r2science r2othersub r2olderapp r2written r2lnu18 &
r2lnvj
r2lnpopden r2lnrelstaff r2year2 r2year3 r2year4 r2year5 r2year6 &
r2year7 r2year8
r2month1 r2month2 r2month3 r2month4 r2month6 r2month7 &
r2month8
r2month9 r2month10 r2month11 r2month12
dis m
dis e
stop
Sabre log file
<S> trace filled-lapsed.trace
<S> data ij r provider vacnum dayrel appren inhouse
sic0 sic1 sic2 sic3 sic4 &
<S> sic5
sic6 sic7 sic8 sic9 censored td centre grade2 grade3 grade4 &
<S>
written noemps1 noemps2 noemps3 noemps4 year d n dn n1_d lnwd1_n &
<S>
lnwdn lnpopden lnrelstaff nonman skilled english maths eng_math &
<S>
science othersub olderapp year2 year3 year4 year5 year6 year7 year8
&
<S>
month1 month2 month3 month4 month5 month6 month7 month8 month9 &
<S>
month10 month11 month12 j lnu18 lnvj y d_1 d_2 d_3 d_4 d_5 d_6 d_7 &
<S> d_8
d_9 d_10 d_11 d_12 d_13 d_14 d_15 d_16 d_17 d_18 d_19 d_20 d_21 &
<S> d_22
d_23 d_24 d_25 d_26 type r1 r2 &
<S>
r1d_1 r1d_2 r1d_3 r1d_4 r1d_5 r1d_6 r1d_7 r1d_8 r1d_9 r1d_10 r1d_11
&
<S>
r1d_12 r1d_13 r1d_14 r1d_15 r1d_16 r1d_17 r1d_18 r1d_19 r1d_20 r1d_21
&
<S>
r1d_22 r1d_23 r1d_24 r1d_25 r1d_26 r1noemps2 r1noemps3 r1noemps4 &
<S>
r1sic0 r1sic1 r1sic2 r1sic3 r1sic4 r1sic5 r1sic7 r1sic8 r1sic9 &
<S>
r1centre r1provider r1lnwd1_n r1dn r1lnwdn r1n1_d r1nonman r1skilled
&
<S>
r1inhouse r1dayrel r1appren r1grade2 r1grade3 r1grade4 r1english &
<S>
r1maths r1eng_math r1science r1othersub r1olderapp r1written r1lnu18
&
<S>
r1lnvj r1lnpopden r1lnrelstaff r1year2 r1year3 r1year4 r1year5 &
<S>
r1year6 r1year7 r1year8 r1month1 r1month2 r1month3 r1month4 r1month5
&
<S>
r1month6 r1month7 r1month8 r1month9 r1month10 r1month11 r1month12 &
<S>
r2d_1 r2d_2 r2d_3 r2d_4 r2d_5 r2d_6 r2d_7 r2d_8 r2d_9 r2d_10 r2d_11
&
<S>
r2d_12 r2d_13 r2d_14 r2d_15 r2d_16 r2d_17 r2d_18 r2d_19 r2d_20 r2d_21
&
<S>
r2d_22 r2d_23 r2d_24 r2d_25 r2d_26 r2noemps2 r2noemps3 r2noemps4 &
<S>
r2sic0 r2sic1 r2sic2 r2sic3 r2sic4 r2sic5 r2sic7 r2sic8 r2sic9 &
<S>
r2centre r2provider r2lnwd1_n r2dn r2lnwdn r2n1_d r2nonman r2skilled
&
<S>
r2inhouse r2dayrel r2appren r2grade2 r2grade3 r2grade4 r2english &
<S>
r2maths r2eng_math r2science r2othersub r2olderapp r2written r2lnu18
&
<S>
r2lnvj r2lnpopden r2lnrelstaff r2year2 r2year3 r2year4 r2year5 &
<S>
r2year6 r2year7 r2year8 r2month1 r2month2 r2month3 r2month4 r2month5
&
<S>
r2month6 r2month7 r2month8 r2month9 r2month10 r2month11 r2month12
<S> read
/scratch/hpc/22/stott/vac4-filled-lapsed.dat
780864
observations in dataset
<S> case vacnum
<S> model b
<S> yvar y
<S> rvar r
<S> link first=c second=c
<S> fit r1d_1 r1d_2 r1d_3 r1d_4 r1d_5 r1d_6 r1d_7
r1d_8 r1d_9 r1d_10 r1d_11 &
<S>
r1d_12 r1d_13 r1d_14 r1d_15 r1d_16 r1d_17 r1d_18 r1d_19 r1d_20 r1d_21
&
<S>
r1d_22 r1d_23 r1d_24 r1d_25 r1d_26 r1noemps2 r1noemps3 r1noemps4 &
<S>
r1sic0 r1sic1 r1sic2 r1sic3 r1sic4 r1sic5 r1sic7 r1sic8 r1sic9 &
<S>
r1centre r1provider r1lnwd1_n r1dn r1lnwdn r1n1_d r1nonman r1skilled
&
<S>
r1inhouse r1dayrel r1appren r1grade2 r1grade3 r1grade4 r1english &
<S>
r1maths r1eng_math r1science r1othersub r1olderapp r1written r1lnu18
&
<S>
r1lnvj r1lnpopden r1lnrelstaff r1year2 r1year3 r1year4 r1year5 r1year6
&
<S>
r1year7 r1year8 r1month1 r1month2 r1month3 r1month4 r1month6 r1month7
&
<S>
r1month8 r1month9 r1month10 r1month11 r1month12 &
<S> r2d_1
r2d_2 r2d_3 r2d_4 r2d_5 r2d_6 r2d_7 r2d_8 r2d_9 r2d_10 r2d_11 &
<S>
r2d_12 r2d_13 r2d_14 r2d_15 r2d_16 r2d_17 r2d_18 r2d_19 r2d_20 r2d_21
&
<S>
r2d_22 r2d_23 r2d_24 r2d_25 r2d_26 r2noemps2 r2noemps3 r2noemps4 &
<S>
r2sic0 r2sic1 r2sic2 r2sic3 r2sic4 r2sic5 r2sic7 r2sic8 r2sic9 &
<S>
r2centre r2provider r2lnwd1_n r2dn r2lnwdn r2n1_d r2nonman r2skilled
&
<S>
r2inhouse r2dayrel r2appren r2grade2 r2grade3 r2grade4 r2english &
<S>
r2maths r2eng_math r2science r2othersub r2olderapp r2written r2lnu18
&
<S>
r2lnvj r2lnpopden r2lnrelstaff r2year2 r2year3 r2year4 r2year5 r2year6 &
<S>
r2year7 r2year8 r2month1 r2month2 r2month3 r2month4 r2month6 r2month7
&
<S>
r2month8 r2month9 r2month10 r2month11 r2month12
Initial
Homogeneous Fit:
Iteration Log. lik. Difference
__________________________________________
1 -773913.39
2 -166449.82 0.6075E+06
3 -87154.822 0.7929E+05
4 -67064.257 0.2009E+05
5 -62859.783 4204.
6 -62295.359 564.4
7 -62263.928 31.43
8 -62263.603 0.3248
9 -62263.603 0.1654E-03
10 -62263.603 0.2059E-08
Iteration Log. lik. Step End-points Orthogonality
length 0 1
criterion
________________________________________________________________________
1 -62881.121 1.0000 fixed
fixed 8.7557
2 -62877.876 0.1250 fixed
fixed 39.757
3 -62267.853 1.0000 fixed
fixed 5.9047
4 -62260.130 1.0000 fixed
fixed 10.118
5 -62224.536 0.5000 fixed
fixed 4.0438
6 -62205.210 0.2500 fixed
fixed 22.213
7 -62156.699 1.0000 fixed
fixed 6.4209
8 -62152.815 1.0000 fixed
fixed 2.2264
9 -62152.549 1.0000 fixed
fixed 1.9658
10 -62152.542 1.0000 fixed
fixed 1.4662
11 -62152.542 1.0000 fixed
fixed
<S> dis m
X-vars Y-var Case-var
________________________________________________
r1d_1 y vacnum
r1d_2
r1d_3
r1d_4
r1d_5
r1d_6
r1d_7
r1d_8
r1d_9
r1d_10
r1d_11
r1d_12
r1d_13
r1d_14
r1d_15
r1d_16
r1d_17
r1d_18
r1d_19
r1d_20
r1d_21
r1d_22
r1d_23
r1d_24
r1d_25
r1d_26
r1noemps2
r1noemps3
r1noemps4
r1sic0
r1sic1
r1sic2
r1sic3
r1sic4
r1sic5
r1sic7
r1sic8
r1sic9
r1centre
r1provider
r1lnwd1_n
r1dn
r1lnwdn
r1n1_d
r1nonman
r1skilled
r1inhouse
r1dayrel
r1appren
r1grade2
r1grade3
r1grade4
r1english
r1maths
r1eng_math
r1science
r1othersub
r1olderapp
r1written
r1lnu18
r1lnvj
r1lnpopden
r1lnrelstaff
r1year2
r1year3
r1year4
r1year5
r1year6
r1year7
r1year8
r1month1
r1month2
r1month3
r1month4
r1month6
r1month7
r1month8
r1month9
r1month10
r1month11
r1month12
r2d_1
r2d_2
r2d_3
r2d_4
r2d_5
r2d_6
r2d_7
r2d_8
r2d_9
r2d_10
r2d_11
r2d_12
r2d_13
r2d_14
r2d_15
r2d_16
r2d_17
r2d_18
r2d_19
r2d_20
r2d_21
r2d_22
r2d_23
r2d_24
r2d_25
r2d_26
r2noemps2
r2noemps3
r2noemps4
r2sic0
r2sic1
r2sic2
r2sic3
r2sic4
r2sic5
r2sic7
r2sic8
r2sic9
r2centre
r2provider
r2lnwd1_n
r2dn
r2lnwdn
r2n1_d
r2nonman
r2skilled
r2inhouse
r2dayrel
r2appren
r2grade2
r2grade3
r2grade4
r2english
r2maths
r2eng_math
r2science
r2othersub
r2olderapp
r2written
r2lnu18
r2lnvj
r2lnpopden
r2lnrelstaff
r2year2
r2year3
r2year4
r2year5
r2year6
r2year7
r2year8
r2month1
r2month2
r2month3
r2month4
r2month6
r2month7
r2month8
r2month9
r2month10
r2month11
r2month12
Correlated bivariate model
Standard
complementary log-log/complementary log-log
Gaussian random
effects
Number of
observations = 780864
Number of
cases = 12840
X-var df =
162
Scale df =
3
Log likelihood
= -62152.542 on
780699 residual degrees of freedom
<S> dis e
Parameter Estimate Std. Err.
___________________________________________________
r1d_1 -6.7637 0.58888
r1d_2 -7.2994 0.57362
r1d_3 -7.9930 0.56982
r1d_4 -7.9439 0.56658
r1d_5 -7.8290 0.56330
r1d_6 -7.7369 0.56020
r1d_7 -7.3836 0.55591
r1d_8 -7.1142 0.55172
r1d_9 -7.3963 0.54976
r1d_10 -7.6487 0.54916
r1d_11 -7.4781 0.54680
r1d_12 -7.4545 0.54527
r1d_13 -7.4292 0.54385
r1d_14 -7.2799 0.54180
r1d_15 -7.3133 0.53224
r1d_16 -7.3070 0.52650
r1d_17 -7.4120 0.52357
r1d_18 -7.4938 0.52229
r1d_19 -7.6696 0.52279
r1d_20 -7.7535 0.52365
r1d_21 -7.8621 0.51814
r1d_22 -7.8888 0.52045
r1d_23 -7.9840 0.52738
r1d_24 -8.1745 0.54416
r1d_25 -8.0956 0.55860
r1d_26 -7.6916 0.54054
r1noemps2 0.79477E-01 0.45072E-01
r1noemps3 0.17392 0.55371E-01
r1noemps4 0.21485 0.65447E-01
r1sic0 -0.35744 0.15904
r1sic1 -0.25553 0.33466
r1sic2 0.12720 0.15363
r1sic3 0.11532 0.59317E-01
r1sic4 -0.37538E-01 0.52267E-01
r1sic5 0.18272 0.74081E-01
r1sic7 0.14278 0.14061
r1sic8 0.16433 0.67586E-01
r1sic9 0.75468E-02 0.61090E-01
r1centre 0.29138 0.41270E-01
r1provider -0.15402 0.39218E-01
r1lnwd1_n 0.45629E-01 0.78722E-01
r1dn -0.30016 0.10640
r1lnwdn 0.53196E-01 0.26347
r1n1_d 0.52250E-01 0.49868E-01
r1nonman -0.41597 0.65422E-01
r1skilled 0.15128 0.63418E-01
r1inhouse 0.13007E-01 0.74146E-01
r1dayrel -0.34554 0.64042E-01
r1appren -0.48624 0.85036E-01
r1grade2 -0.22140 0.47779E-01
r1grade3 -0.41016 0.68066E-01
r1grade4 -0.55980 0.91319E-01
r1english 0.12400E-02 0.85215E-01
r1maths 0.23858 0.11707
r1eng_math 0.11912E-02 0.11650
r1science -0.19923E-01 0.88902E-01
r1othersub 0.44213E-01 0.11368
r1olderapp -0.38523 0.51331E-01
r1written -1.1252 0.80457E-01
r1lnu18 0.30512 0.35605E-01
r1lnvj 0.52067E-01 0.25638E-01
r1lnpopden 0.74936E-02 0.27130E-01
r1lnrelstaff -0.19543 0.47579E-01
r1year2 0.13676E-01 0.10601
r1year3 -0.80618E-02 0.10668
r1year4 0.10349 0.11049
r1year5 0.25427 0.12441
r1year6 0.39614 0.12711
r1year7 0.68346 0.12750
r1year8 0.57439 0.14644
r1month1 0.40156 0.85587E-01
r1month2 -0.17290E-01 0.83759E-01
r1month3 -0.62767E-01 0.79473E-01
r1month4 -0.49664E-01 0.78483E-01
r1month6 0.42664 0.79304E-01
r1month7 0.38964 0.86931E-01
r1month8 0.32778 0.81221E-01
r1month9 0.27303 0.79514E-01
r1month10 0.46707 0.84715E-01
r1month11 0.38740 0.90840E-01
r1month12 0.26158 0.10776
r2d_1 -6.4227 0.80378
r2d_2 -5.6290 0.78749
r2d_3 -5.8999 0.78162
r2d_4 -5.7426 0.77666
r2d_5 -5.5793 0.77233
r2d_6 -5.5724 0.76967
r2d_7 -4.9585 0.76399
r2d_8 -4.6750 0.76000
r2d_9 -4.7498 0.75791
r2d_10 -5.0292 0.75793
r2d_11 -4.8516 0.75607
r2d_12 -4.9356 0.75592
r2d_13 -4.9474 0.75558
r2d_14 -4.6272 0.75319
r2d_15 -4.3371 0.74497
r2d_16 -4.0788 0.74291
r2d_17 -3.7783 0.74316
r2d_18 -3.5892 0.74472
r2d_19 -3.4705 0.74731
r2d_20 -3.3662 0.74998
r2d_21 -3.0425 0.75337
r2d_22 -2.7700 0.76572
r2d_23 -2.1767 0.77867
r2d_24 -1.9401 0.79534
r2d_25 -1.9795 0.81378
r2d_26 -1.1766 0.82235
r2noemps2 -0.16839 0.68105E-01
r2noemps3 -0.18015 0.80982E-01
r2noemps4 -0.13718 0.90746E-01
r2sic0 -0.65256E-01 0.22073
r2sic1 -1.2528 0.45953
r2sic2 0.84621E-01 0.21755
r2sic3 -0.13122 0.90673E-01
r2sic4 -0.13764 0.79006E-01
r2sic5 -0.50453E-01 0.11346
r2sic7 -0.56554 0.22883
r2sic8 -0.29270 0.10201
r2sic9 -0.15785 0.87552E-01
r2centre -0.11659 0.59846E-01
r2provider -0.90154E-01 0.56311E-01
r2lnwd1_n 0.25502 0.11171
r2dn -0.18168 0.15114
r2lnwdn 0.40614 0.35338
r2n1_d -0.50501E-01 0.73196E-01
r2nonman 0.21099 0.89859E-01
r2skilled -0.69966E-01 0.88567E-01
r2inhouse 0.16867E-02 0.10744
r2dayrel -0.60187 0.94502E-01
r2appren -0.39784 0.12129
r2grade2 -0.82883E-01 0.70837E-01
r2grade3 -0.36059 0.98539E-01
r2grade4 -0.85264 0.13831
r2english -0.11847 0.12163
r2maths -0.46673 0.17392
r2eng_math -0.37967 0.17403
r2science -0.31352 0.12903
r2othersub -0.44853 0.16931
r2olderapp 0.12010 0.67000E-01
r2written -0.63169 0.87265E-01
r2lnu18 -0.90519E-01 0.48933E-01
r2lnvj -0.15638 0.35367E-01
r2lnpopden 0.31657 0.42983E-01
r2lnrelstaff
-0.79829E-01 0.69144E-01
r2year2 0.14261 0.16658
r2year3 0.14845 0.16637
r2year4 -0.35715E-01 0.17286
r2year5 0.68220E-01 0.18987
r2year6 0.10980 0.19212
r2year7 -0.10375 0.19305
r2year8 0.62759 0.21538
r2month1 0.14877 0.12335
r2month2 -0.77735E-01 0.11825
r2month3 -0.13451 0.11405
r2month4 0.51312E-01 0.11164
r2month6 0.20548 0.11145
r2month7 0.25406 0.12114
r2month8 0.14943 0.11506
r2month9 0.40019 0.11160
r2month10 0.31041 0.11641
r2month11 0.14824 0.12667
r2month12 -0.21959 0.16197
scale1 1.0968 0.13089
scale2 1.7344 0.46075E-01
corr -0.26896 0.23543E-01
<S> stop