Multiple spells in the Prentice-Gloeckler-Meyer likelihood with unobserved heterogeneity

Jan Ondrich, Stephen E. Rhody

Research output: Contribution to journalArticlepeer-review

4 Scopus citations


Based on previous work by Prentice and Gloeckler (Prentice, R.L., Gloeckler, L.A., 1978. Regression analysis of grouped survival data with application to breast cancer data. Biometrics 34, 57-67), Meyer shows how to estimate, for single-spell data, a proportional hazard with time-varying covariates and unobserved heterogeneity for which the effect of time on the hazard rate is specified non-parametrically. With multiple-spell data, the number of terms in each likelihood contribution grows geometrically with the number of spells. We present a systematic method of ordering the terms in the multiple-spell case and using the binary representation of the order number to construct the likelihood contributions.

Original languageEnglish (US)
Pages (from-to)139-144
Number of pages6
JournalEconomics Letters
Issue number2
StatePublished - May 1999


  • C14
  • C41
  • Multiple spells
  • Proportional hazard
  • Semiparametric estimation
  • Unobserved heterogeneity

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics


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