Modelling durations of multiple spells from longitudinal survey data - ARCHIVED

We investigate some modifications of the classical single-spell Cox model in order to handle multiple spells from the same individual when the data are collected in a longitudinal survey based on a complex sample design. One modification is the use of a design-based approach for the estimation of the model coefficients and their variances; in the variance estimation each individual is treated as a cluster of spells, bringing an extra stage of clustering into the survey design. Other modifications to the model allow a flexible specification of the baseline hazard to account for possibly differential dependence of hazard on the order and duration of successive spells, and also allow for differential effects of the covariates on the spells of different orders. These approaches are illustrated using data from the Canadian Survey of Labour and Income Dynamics (SLID).