ABSTRACT

In most applications of transition rate models, the assumption that the forces of change are constant over time is not theoretically justified. It is therefore important for an appropriate modeling of social processes to be able to include time-dependent covariates in transition rate models. Before discussing this topic more deeply in chapter 6, we survey the piecewise constant exponential model. This is a simple generalization of the standard exponential model (chapter 4), but it is extremely useful in many practical research situations. It is particularly helpful when researchers are not in a position to measure and include important time-dependent covariates explicitly or when they do not have a clear idea about the form of the time- dependence of the process. In both of these situations, a small modification of the exponential model leads to a very flexible instrument of analysis. The basic idea is to split the time axis into time periods and to assume that transition rates are constant in each of these intervals but can change between them.