Selection Bias and Continuous‐Time Duration Models: Consequences and a Proposed Solution Journal Article uri icon



  • This article analyzes the consequences of nonrandom sample selection for continuous‐time duration analyses and develops a new estimator to correct for it when necessary. We conduct a series of Monte Carlo analyses that estimate common duration models as well as our proposed duration model with selection. These simulations show that ignoring sample selection issues can lead to biased parameter estimates, including the appearance of (nonexistent) duration dependence. In addition, our proposed estimator is found to be superior in root mean‐square error terms when nontrivial amounts of selection are present. Finally, we provide an empirical application of our method by studying whether self‐selectivity is a problem for studies of leaders' survival during and following militarized conflicts.

publication date

  • January 1, 2006

has restriction

  • closed

Date in CU Experts

  • December 30, 2014 9:14 AM

Full Author List

  • Boehmke FJ; Morey DS; Shannon M

author count

  • 3

Other Profiles

International Standard Serial Number (ISSN)

  • 0092-5853

Electronic International Standard Serial Number (EISSN)

  • 1540-5907

Additional Document Info

start page

  • 192

end page

  • 207


  • 50


  • 1