Kaplan-Meier Distribution Regression:
Replication files for Delgado, Garcia-Suaza and Sant'Anna (2021)
Contain codes and data for application and Monte Carlo simulations in Delgado, Garcia-Suaza and Sant'Anna (2021), "Distribution Regression in Duration Analysis: an Application to Unemployment Spells"
Our empirical application builds on Chetty (2008). We assess how changes in unemployment insurance benefits affect, on average, the distribution of unemployment duration, using data from the Survey of Income and Program Participation for the period 1985-2000. The SIPP unprocessed data files were provided by Chetty (all his replication files are here, and we can be found in the data/Chetty2008 folder. The folder data/raw contains the merged SIPP data files used by Chetty (2008). The processed data we use in our empirical application is available in the data/processed folder; the Stata file we used to produce it is available in at application/00-data-process.do.
All codes to replicate the results of our empirical application are available in the application folder. The run-all.R file will run all codes and produce all the results. The generated plots are saved in the figures folder.
All files to replicate our Monte Carlo results are available in the simulations folder. The R file KMDR-sim-main.R generate all results.
If you have any trouble running the code, or find any errors, please file an issue on this repo and we will look into it.