On the problem of identification in multilplicative intensity models with multiple interactions
1999 (English)In: Quality and quantity, ISSN 0033-5177, E-ISSN 1573-7845, Vol. 33, no 1, 45-58 p.Article in journal (Refereed) Published
In this paper we examine a multiplicative intensity model in which a covariate interacts with two other covariates in the same model. We demonstrate, analytically, that in such situations a log-linear parameterization based on two pairs of baseline levels cannot be transformed, uniquely, to the, otherwise equivalent, multiplicative parameterization. We show that the problem lies in an oversight of the conditional independence between the two covariates interacting with a common third covariate. As a solution, therefore, we propose an approach that takes due account of such dependence. Our proposed approach uses a common baseline level for the three covariates involved in interaction while estimating the corresponding relative intensities. The issues addressed are illustrated with a demographic data set involving the estimation of rates of transition to parenthood.
Place, publisher, year, edition, pages
1999. Vol. 33, no 1, 45-58 p.
intensity rate, baseline level, multiplicative intensity model, log-linear intensity model, multiple interactions, identification, complete independence, conditional independence
IdentifiersURN: urn:nbn:se:su:diva-20896DOI: 10.1023/A:1004347705806OAI: oai:DiVA.org:su-20896DiVA: diva2:187422