Event history analysis with two time scales. An application to transitions out of cohabitation
submitted: 17 May 2023 | last edited: 19 May 2023 (2023), unpublished
Event history models are based on transition rates between states and, to define such hazards of experiencing an event, the time scale over which the process evolves needs to be identified. In many applications, however, more than one time scale might be of importance. Here we demonstrate how to model a hazard jointly over two time dimensions. The model assumes a smooth bivariate hazard function, and the function is estimated by two-dimensional P-splines. We provide an R-package TwoTimeScales for the analysis of event history data with two time scales. As an example, we model transitions from cohabitation to marriage or separation simultaneously over the age of the individual and the duration of the cohabitation. We use data from the German Family Panel (pairfam) and demonstrate that considering the two time scales as equally important provides additional insights about the transition from cohabitation to marriage or separation.
Keywords: Germany, cohabitation, event history analysis, smoothing, statistical analysis