Models for recurrent events, multiple states and interdependent events, current events, multiple states and interdependent events

Professor Fiona Steele, University of Bristol

Most life course events can be experienced more than once by an individual, and recurrent events can be viewed as a having a hierarchical structure with multiple 'at risk' episodes nested within individuals. Further complexity arises when the occurrence of an event may mark the transition to a different state (e.g. formation of the first union marks a transition from the 'single' to the 'marriage' or 'cohabitation' state). This course will consider multilevel (random effects) models for recurrent events and transitions between multiple states, with a focus on discrete-time methods.

Another important issue in event history analysis is that covariates (especially those with time-varying values) are potentially endogenous, i.e. jointly determined with the timing of the event of interest. For example, in an analysis of the impact of childbearing on women's employment, time-varying indicators of the presence and number of children are outcomes of a process that may have similar unmeasured determinants to employment transitions. Another example where endogeneneity is a particular concern is in evaluations of selective interventions. This course will introduce simultaneous equation (multiprocess) models that allow for such dependencies.

Topics

• Multilevel discrete-time models for recurrent events
  • Time-to-event (duration) models
• Models for transitions between states
  • Two-state models, including time-to-event and state dependence models
  • Multiple states and competing risks
• Simultaneous equation methods for event history models with endogenous predictors

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Course materials

Recurrent events, multiple states and interdependent events (PDF, 683kB)

Further reading

Recurrent events

• Kravdal, Ø. (2001) "The high fertility of college educated women in Norway: An artefact of the separate modelling of each parity transition." Demographic Research, 5, Article 6.

Transitions between multiple states

• Davis, R.B., Elias, P. and Penn, R. (1992) "The relationship between a husband's unemployment and a wife's participation in the labour-force." Oxford Bulletin of Economics and Statistics, 54:145-71.
• Goldstein, H., Pan, H. and Bynner, J. (2004) "A flexible procedure for analysing longitudinal event histories using a multilevel model." Understanding Statistics, 3: 85-99.
• Steele, F., Goldstein, H. and Browne, W. (2004) "A general multistate competing risks model for event history data, with an application to a study of contraceptive use dynamics."  Journal of Statistical Modelling, 4: 145-159.

Multiprocess models for interdependent events

• Brien, M.J., Lillard, L.A. and Waite, L.J. (1999) "Interrelated family-building behaviors: Cohabitation, marriage, and nonmarital conception."  Demography, 36: 535-551.
• Steele, F., Kallis, C., Goldstein, H. and Joshi, H. (2005) "The relationship between childbearing and transitions from marriage and cohabitation in Britain." Demography, 42: 647-673.
• Waite, L.J. and Lillard, L.A. 1991. "Children and marital disruption."  American Journal of Sociology, 96: 930-53.

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