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

Journals

SERIES A
Statistics in Society

SERIES B
Statistical Methodology

SERIES C
Applied Statistics

SERIES D
The Statistician