Readme file
SERIES C
Applied Statistics
Simple non-parametric estimators for unemployment duration analysis, by L. Wichert and R. A. Wilke, pages 117–126.
************************ The Data ************************
**********************************************************
The data are saved as an ascii file "sample.txt". The sample is extracted from the
IAB-Emaployment Sample 1975-2001 (IABS-R01) of the Institute for Employment Research (IAB).
Further information is available from the Research Data Centre of the IAB (fdz.iab.de).
The file contains a 21685 x 5 matrix.
The number of rows are the obersevations n.
The columns contain
1) tau (duration in days)
2) d (0=censored)
3) sex (1=female),
4) age
5) wage (in EUR).
********************** The Programs **********************
**********************************************************
The programs used are Matlab codes (m-files), saved as ascii-files:
1) "kmkern.txt"
nonparametric Kaplan-Meier estimator(y|x)
needs m-files noyau.m and edf.m
2) "noyau.txt"
Epanechnikov kernel function
3) "edf.txt"
Estimator to recover the empirical distribution function at points xi for sequence x
4) "sfkern.txt"
Calculates the survivor function out of the hazard rate hr (estimated with kmkern.m)
5) "quant.txt"
Returns the alpha-quantile functions of the survivor function sf at grid points yi
(calculated using sfkern.m)
Laura Wichert
Department of Economics
University of Konstanz
Box D 124
78457 Konstanz
Germany
E-mail: laura.wichert@uni-konstanz.de
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