Chapter 6: Duration Modeling

Hazard-based duration models represent a class of analytical methods, which are appropriate for modeling data that have as their focus an end-of-duration occurrence, given that the duration has lasted to some specified time (Kiefer, 1988; Hensher and Mannering, 1994). This concept of conditional probability of termination of duration recognizes the dynamics of duration; i.e., it recognizes that the likelihood of ending the duration depends on the length of elapsed time since start of the duration.

Hazard-based models have been used extensively for several decades in biometrics and industrial engineering to examine issues such as life-expectancy after the onset of chronic diseases and the number of hours of failure of motorettes under various temperatures. Because of this initial association with time till failure (either of the human body functioning or of industrial components), hazard models have also been labeled as “failure-time models.” The label “duration models”, however, more appropriately reflects the scope of application to any duration phenomenon.