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Event History Analysis
Event history analysis is a technique that allows researchers to address not only whether an event occurs but also when it occurs. An event is a change from one state to another, and the dependent variable is the time until the event occurs. Event history analysis is ideally suited to the study of longitudinal change and can be thought of as extending logit/probit analysis and event count models to take into consideration the timing of the event(s).
Two common complications arise in longitudinal data analysis that motivate the use of event history analysis. First, censored observations exist in the data when information about the duration (the amount of time an observation spends in a particular state) is incomplete. This may occur, for example, because the observation did not experience the event of interest prior to the end of the study or because the observation is lost in follow-up, perhaps because the subject moved and could not be located. Second, time-varying covariates (or independent variables) have values that change over time. For example, in a study of the timing of challenger entry in a congressional election, the amount of money raised by an incumbent legislator could be a time-varying explanatory variable across the election cycle. Event history techniques can readily incorporate censored observations and time-varying explanatory variables. The inclusion of time-varying covariates in event history analysis can lead to novel information regarding how the risk of an event occurrence changes in relation to changes in the value of that covariate.
Historical Development
Event history analysis is also referred to as duration, survival, or reliability analysis, depending on the substantive origins of the discussion (medicine and engineering for the latter two terms, respectively). Early applications involved life table analysis by Kaplan and Meier (1958), but the historical roots can be traced back even further to the late 1600s (Hald, 1990). There was an increased use of the technique during World War II because of concerns over the expected reliability of military equipment. The path-breaking work of D. R. Cox (1972) is credited with another period of expansion in the use of event history analysis as a result of his development of semiparametric techniques. His work is likely to be heralded as one of the top statistical achievements in the 20th century. Applications in medicine and the social sciences have increased greatly as a result of the less restrictive semiparametric Cox regression model and its various extensions, which are built upon the mathematics of counting processes (Therneau & Grambsch, 2000).
Parametric and Semiparametric Models
Both parametric and semiparametric models are available in event history analysis. Analysts studying mechanical systems typically use parametric models, which assume that the time until the event of interest follows a specific distribution, such as the exponential. Studies of human behavior and biology typically use the less restrictive semiparametric Cox model, which leaves the particular distributional form of the duration times unspecified. Blossfeld and Rohwer (2002, pp. 180, 263) argued that social science theory rarely provides the justification for a specific parametric distribution and instead advocated for use of the Cox model.
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