A Mixture Model for Duration Data: Analysis of Second Births in China

Author(s): Lei Li and Minja Kim Choe

Source: Demography, Vol. 34, No. 2 (May, 1997), pp. 189-197
Published by: Duke University Press on behalf of the Population Association of America
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A MIXTURE MODEL FOR DURATION DATA: ANALYSIS OF SECOND
BIRTHS IN CHINA*

LEI Li AND MINJA KIM CHOE

In this paper we introduce a mixture model in which we com- mating the separate effects of covariates on the probability
bine logistic regression and piecewise proportional hazards mod- and timing of an event is not widely recognized, and com-
els for analysis of duration data. The model allows simultaneousputer programs for easily implementing this estimation are
estimation of two sets of effects of covariates: one of the probabil-not readily available. To our knowledge, Yamaguchi (1992)
ity of an event and the other of the timing of the event. We illus-
and Yamaguchi and Ferguson (1995) are the only published
trate the application of the model through an analysis of the effects
demographic studies that recognized this distinction by us-
of women s characteristics and of the acceptance of a one-child
ing mixture models.
certificate on the birth of second children in China. Both factors
affect the probability of having a second child, but only the accep- In the following section, we present a new mixture
tance of a one-child certificate has a significant and strong effect model and its estimation. Then we illustrate the application
on the second-birth interval. of the model with an analysis of the births of second chil-
dren in China.

n this paper, we propose a mixture model that combines
logistic regression with a piecewise proportional hazards
model and discuss the estimation of the model using the EM
algorithm. The most important advantage of the mixture
model is that it permits the simultaneous estimation of the
separate effects of covariates on the probability and the tim-
ing of an event. As an illustrative application, we estimate
the effects of women's demographic and socioeconomic
background characteristics and the acceptance of a one-child
certificate on the birth of second children in China after the
implementation of the one-child family policy in 1979.
Duration data, such as data on the time to the next birth,
time to the failure of a contraceptive method, and time to
reemployment are common in demographic analyses. Logis-
tic regression models had been used for analysis of these data
until regression models for duration data, like Cox's propor-
tional hazards model (Cox 1972), became easily accessible.
Neither type of model, however, makes a clear distinction
between the probability and the timing of an event. This dis-
tinction is important in many situations, as Ryder (1980) il-
lustrated in a study of fertility dynamics in low-fertility
populations. The analysis of second births in China provides
a good example of the importance of this distinction because
population policies in China have consistently emphasized
the elimination of high-parity births and the lengthening of
intervals between births (Feeney and Wang 1993).
Until now, there have been few applications of mixture
models for duration data. The idea of simultaneously esti-
*Lei Li, Department of Urban and Regional Planning, Porteus Hall 107, with unknown duration from the analysis. In doing so, how-
2424 Maile Way, University of Hawaii at Manoa, Honolulu, HI 96822; e-
mail: Ilei@hawaii.edu. Minja Kim Choe, Program on Population, East-West
Center. We wish to thank the State Family Planning Commission of China
for making the data available. We also would like to thank the editors of
Demography, three anonymous reviewers, Noriko Tsuya, and Norman
Luther for helpful comments, and Sidney Westley for editorial assistance. portional hazards model, provide alternative ways of han-
THE MIXTURE MODEL
Background
In studying events such as death, researchers mainly empha-
size timing because the event is certain to occur for every-
one sooner or later. By contrast, in studying events such as
the birth of a second child, we must ask how various factors
will affect the probability and timing of having a second
child. A substantial proportion of women in China will never
have a second child, and this proportion, along with the tim-
ing of the second births, contributes to the momentum of
population growth. It is possible that some factors that affect
the probability of having a second birth do not affect the tim-
ing of that birth and vice versa.
Conventional models used for binary data, such as logis-
tic regression models or probit models, are often used to esti-
mate the effects of covariates on the probability that an event
will take place. To analyze data on duration until the occur-
rence of an event using those models, we must transform the
observed duration into a dichotomous variable that indicates
whether or not the event has occurred within a specified pe-
riod. One serious problem with this approach is that the
choice of period used for the analysis can affect the result.
Another problem with using these models concerns cen-
sored observations. Some individuals who have not experi-
enced the event at the time of data collection may experi-
ence it eventually; but they will be misclassified as not hav-
ing experienced the event. Of course, a simple way to avoid
this misclassification problem is to exclude all individuals
ever, we may discard a substantial part of data. A more seri-
ous concem is that if the probabilities of censoring and of an
event are not independent, our estimates may be biased.
Regression models for duration data, such as Cox's pro-

Demography, Volume 34-Number 2, May 1997:189-197 189

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 190 DEMOGRAPHY, VOLUME
dling censored data without information loss. These models
however, also assume that censoring is independent of the
event. The assumption of independence is reasonable if ev-
eryone in the population will eventually experience the event
and if the survival function approaches zero. If a substantial
proportion of the population will never experience the event,
the censored observations will contain both those who will
eventually experience the event and those who will not. Be-
cause the individuals who will never experience the event
will always fall in the censored group, it is incorrect to as-
sume that the event and censoring are independent.
Therefore, when the observation period is limited and
the event will not be experienced by everyone, neither con-
ventional binary response models nor regression models for
duration data will correctly estimate the effects of covariates
on the probability or the timing of the event. The idea of mix-
ing a logistic regression model with a survival model has
been introduced to overcome this problem (Boag 1949).
The Model
For ease of illustration, we consider the event of second
births to women. The mixture model assumes that women
who have one child are composed of two subgroups: a group
of women that will have a second child with probability p,
and another group of women that will have only one child in
their lifetimes with probability (1 - p). The proportion of
women who do not have a second child within t months after
the birth of their first child consists of two subgroups: those
who will have a second child sometime in the future, and
those who will never have a second child. Thus the propor-
tion may be expressed as S(t) = pS1(t) + (1 - p), where S1(t)
is the conditional probability, for those who eventually will
have a second birth, of not having a second birth by time t.
This type of mixture survival function has been in use
for quite a long time (Boag 1949), and 1 - p has been called
the cure rate or the risk-free fraction. Yet regression-type
models based on this mixed survival function have been de-
veloped only recently. Logistic regression generally is used
to model the proportion of the subgroups p or 1 -p. Various
models have been used to estimate the effects of covariates
on the survival function S,(t). Farewell (1982) used a
Weibull failure time model. Yamaguchi (1992) and Yama-
guchi and Ferguson (1995) proposed to use a failure time
model based on an extended family of the generalized
Gamma models. Kuk and Chen (1992) studied the use of
Cox's proportional hazards model within mixture models. A
primary reason for using these different models is to in-
crease the flexibility of a model in delineating the variation very large data sets, and the information on time is available
of the survival function.
We propose to use a logistic regression model to esti-
mate the effects of covariates on the probability, p, of the to handle efficiently the computation required by very. large
event and a piecewise proportional hazards model to estimate
the effects of covariates on the conditional survival function,
SI(t). We denote the birth of a second child by a dichoto- model, it is easy to separate the effects of covariates on the
mous variable Y, which equals 1 if a woman eventually will
have a second birth and 0 if she will not. Let x be the vector Yamaguchi (1995). As noted earlier, the estimated effects
of covariates upon which the probability of a second birth,
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34-NUMBER 2, MAY 1997
p(Y = 1 1x;1) depends; let f3 be the column vector of param-
eters to be estimated. A logistic function is used to link p(Y
= 1Ix;13) and x. Then
p(Y= ljx;3) = 1 / [1 + exp(-xp)]. (1)
Let z be the vector of covariates upon which the length
of the interval between the first and second births (hereafter
called second-birth interval) depends, and let y be the col-
umn vector of parameters indicating the effects of z on the
second-birth interval. The two sets of covariates-x, associ-
ated with the probability of having a second birth, and z,
associated with the timing of a second birth-can be differ-
ent or can overlap. Because the hazard rate is 0 for women
who will never have a second birth, the hazards model is
sensible only on the condition that Y = 1-that is, the case
in which a woman eventually will have a second birth. We
divide the period after the first birth into k segments, (Tj ,,
T), where To = 0 and Tk= +oo. The piecewise proportional
hazards model assumes a constant baseline hazard rate
within each segment and proportional hazards relationships
for covariates. Thus the hazard rate for a woman with
covariate vector z is expressed as
hI(t,z;ylY= 1) = kXexp(zy), TI < t < T. (2)
There are several reasons for choosing the piecewise
proportional hazards model. First, this model is flexible. It
does not require us to make assumptions about the shape of
the survival function as with parametric survival models: It
can approximate any form of survival function closely as
long as the period is divided into a sufficient number of seg-
ments. Second, this model is computationally more efficient
than Cox's proportional hazards model. The number of ex-
tra parameters that need to be estimated is not large because
it is generally unnecessary to divide the time period into a
very large number of segments. The estimation procedure of
the mixture models is in general very computation-inten-
sive. When Cox's proportional hazards model is used, the
estimation procedure suggested by the Kuk and Chen
(1992) yields only approximate estimates of the parameters
and requires an enormous amount of complicated computa-
tion. With the piecewise proportional hazards model, how-
ever, we can obtain the maximum-likelihood estimates in a
relatively simple manner.
On a practical level, the piecewise proportional hazards
model is familiar to demographers and suitable for demo-
graphic analysis given the nature of demographic data
(Allison 1982). Demographic analysis typically involves
only in the unit of interval, such as months or years. It is,
therefore, easy to group time into a number of segments and
data sets using the piecewise proportional hazards model.
Moreover, with the piecewise proportional hazards
probability and the timing of an event as suggested by
on the probability of an event can be confounded by the
 MIXTURE-MODEL, SECOND
estimated effects on (2)its
not eventually approach zero. In the piecewise proportional
hazards model, the survival probability in the last open time
segment always complements the cumulative survival prob-
ability in the previous segment so that the survival function (3) We performed a life-table analysis to estimate the start-
always approaches zero. The survival probability can be
very small in the last open time segment if one sets the
beginning point of the last open segment at a relatively late (4) We obtained the starting values of y from a proportional
point in time, depending on the distribution of the observed
durations.
The Estimation
Because the dependent variable Y denoting the birth of the
second child, in equation (1) is not completely known and is
used as a condition in equation (2), the models must be esti-
mated simultaneously. The maximum-likelihood estimates of
parameters can be obtained conveniently through the EM al-
gorithm. The EM algorithm has some convenient properties
that result in the robust achievement of convergence of the
estimation procedure (Dempster, Laird, and Rubin 1977).
The algorithm converts the estimation problem involving a
complicated log-likelihood function into an iterative process
consisting of two seemingly independent and relatively
simple components: estimation for the logistic model and es-
timation for the piecewise hazards model.
The mathematical details of the estimation procedure
through the EM algorithm are given in the Appendix. Here
we provide a more narrative explanation of the estimation
procedure. The essence of the estimation procedure involves
the log-likelihood function of the piecewise proportional
hazards model. In contrast to the usual log-likelihood func-
tion, each woman in the sample is thought of having a weight
between 0 and I as her contribution in the log-likelihood
function. If she is observed to have a second birth, the weight
is 1; but if she is not observed to have a second birth, the
weight is estimated as the probability of her eventually hav-
ing a second birth. One can build models (1) and (2) tenta-
tively to predict a probability of a second birth for each
woman, which should depend on the observed values of the
covariates and the observed birth interval. Using the pre-
dicted probability as a preliminary estimate of the weight in
the log-likelihood function, we can reestimate models (1) and
(2) and compute the new estimate of the predicted probabil-
ity. We repeat these steps until the preset convergence crite-
ria are reached. The estimates derived at the last step are the
maximum-likelihood estimates.
This estimation procedure is quite time consuming. We
can see that at each step, two separate loops must be com-
pleted to derive the parameter estimates of the logistic model
and of the hazards model. In addition, the EM algorithm con-
verges slowly. We can speed up the convergence of the esti-
mation procedure by choosing the initial parameter estimates
carefully. We performed the following preliminary analyses
before implementing the estimation procedure for the mix-
ture models:
(1) We standardized the continuous variables so that their
means equal 0 and variances equal 1.
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BIRTHS IN CHINA 191
We divided the period into segments
timing if sothethat the number
surviva
of observed second births were relatively evenly distrib-
uted over the segments. We typically used four or five
segments.
ing values of the hazard rates over the time segments to
determine the baseline hazard, X..
hazards model, ignoring the fact that some women may
never have a second birth.
(5) We obtained the starting values of i from a logistic re-
gression model, treating the observed birth of a second
child as the outcome.
AN ILLUSTRATIVE ANALYSIS: SECOND BIRTHS IN
CHINA
Data and Covariates
China's 1988 Two-per-Thousand National Fertility and Birth
Control Survey collected birth history data from ever-mar-
ried women sampled in 28 provinces and autonomous re-
gions of the country. We restrict the analysis to "Han"
women who bore their first children during the years 1978-
1982 and who were aged 15-40 old when they first gave
birth. This cohort of women is the first to be influenced by
the one-child family policy.
The observed time after the first birth is either the sec-
ond-birth interval or the interval from the first birth to the
date of the survey. We used six duration segments in the
piecewise proportional hazards model: 9-20, 21-32, 33-44,
45-56, 57-68, and 69 or more months. We assumed that the
probability of having a second birth within nine months after
first birth was zero. Women with twins and other multiple
births were excluded from the analysis.
One of the main covariates we analyzed was the accep-
tance of a one-child certificate. To help implement the one-
child family policy, the Chinese government introduced the
one-child certificate program in 1979, mainly targeting the
"Han" majority (Park and Han 1990). After pledging not to
have a second child and accepting a one-child certificate,
couples and their children are eligible for various benefits,
such as cash rewards and priority in obtaining housing,
schooling, and health care services. In exceptional circum-
stances such as the death or disability of a single child,
couples with one-child certificates are permitted to have a
second child; otherwise having a second child after obtaining
the one-child certificate results in penalties. We use the ac-
ceptance of a one-child certificate as an indicator of a couple's
compliance with the government family planning policy.
It is possible that some women accepted a one-child cer-
tificate because they wanted to stop childbearing after hav-
ing one child anyway, making the causal relationship be-
tween the acceptance of a one-child certificate and birth of a
second child ambiguous. These women, however, seem to
constitute only a small proportion in China. For example, a
study in rural Hebei, a central province surrounding Beijing,
found that 79% of the couples who had a one-child certifi-
 192 DEMOGRAPHY, VOLUME 34-NUMBER 2, MAY 1997

cate went on to have a second child during the period 1979- TABLE 1. LIST OF COVARIATES WITH DESCRIPTIVE STA-
1988 (Cooney, Wei, and Powers 1991). Another study con- TISTICS
ducted in 1985 in rural Jilin Province, where the fertility rate
More-Developed Less-Developed
declined to 1.02 children per woman in 1985, suggests
Covariates Areas Areas
strongly that most women who stopped childbearing after
one child did so in response to the government campaign: One-Child Certificate (%)
Among women with one child, 75% indicated that they were Accepted 54.8 19.6
using contraceptives in response to the government cam-
Not accepted (*) 45.2 80.4
paign, whereas only 19% reported to use them voluntarily
(Choe and Tsuya 1991). The study also revealed that less Place of Residence (%)
than 1% of women with one child were using permanent con- City 27.1 10.2
traceptive methods (male and female sterilizations), com- Town 23.4 27.8
pared to 71 % of women with two children.
County(*) 49.5 62.0
We also examined several covariates representing each
woman's demographic and socioeconomic background char- Education (%)

acteristics, including her age at her first child's birth (hereaf-
ter refered to as age at first birth), place of residence, educa-
tion, and sex and survival of her first child. Because the ef-
fect of age at first birth is usually quadratic, we also included
its square in the model. Place of residence has three catego-
ries-city, town, and rural area (termed "county")-and edu-
cation level has two-junior high school or less and senior
high school or more. The effects of the sex and survival of
the first child reflect a woman's desired family size and sex
composition.
After preliminary analysis, we deleted the survival of the
first child from the model and excluded from the analysis all
women whose first child had died. We found that the effect of
the survival of the first child on the probability of a second
birth frequently was not estimable from the logistic regres-
sion model because almost every woman whose first child
died had another child. Because of the low child mortality
rate in China, only a small proportion of cases were deleted.
To simplify the model specifications, we divided the
country into two types of areas and performed separate analy-
ses for each. The first type, labeled "more-developed areas,"
is characterized by high socioeconomic development and low
probability of second births. These areas consist of three
municipalities (Beijing, Tianjin, and Shanghai), three eastern
coastal provinces (Jiangsu, Zhejiang, Shandong), and two
northeastern provinces (Liaoning and Jilin). In these areas
fertility had already declined to the replacement level or be-
low by the time the one-child policy was implemented in
1979. In the other, "less developed areas," total fertility rates estimates (y) and the relative risks (exp(y)) in the bottom
ranged from 2.5-6.0 in the late 1970s (Coale and Chen 1987).
The distribution of covariates and women's mean age at
first birth in the two area types are shown in Table 1. Com-
pared to women in less-developed areas, women in more-
developed areas have higher levels of education, higher ac-
ceptance of one-child certificates, and a higher mean age at
first birth. The overall cumulative probability of a second
birth in the two areas, estimated by the Product-Limit life-
table method, are plotted in Figure 1. Among women who
had a first birth during the period 1978-1982, nearly 80% of
those in less-developed areas had a second child compared
with about 40% in more-developed areas. The second-birth
interval was shorter in less-developed areas, with most
Junior high or less 85.4 87.9
Senior high or more(*) 14.6 12.1
Sex of First Child (%)
Female 49.6 48.7
Male(*) 50.4 51.3
Mean Age at First
Child's Birth 24.7 23.3
Total Number of Women 2,547 4,946
Note: Reference categories used in the analysis are d
women having a second child two to four years after their
first birth. The probability of a second birth does not appear
to taper off in more-developed areas. The difference in the
shapes of survival curves in the two area types indicates that
our division of areas is justified.
Results
The estimated parameters from the mixture models appear in
Table 2 for more-developed areas and in Table 3 for less-
developed areas. For a comparison, the corresponding results
from the conventional logistic regression models and Cox's
proportional hazards models are presented in Tables 4 and 5.
The parameter estimates (f3) and the odds ratios (exp(f3)) in
the upper panel of each table indicate the effects of the
covariates on the probability of a second birth; the parameter
panel indicate the effects of the covariates on the second-
birth interval. The negative sign of a parameter estimate in-
dicates an effect reducing the probability of a second birth or
lengthening the second-birth interval.
In Tables 2 and 3, we can see that in both area types the
acceptance of a one-child certificate is a significant and strong
determinant of the probability of a second birth and the length
of the birth interval: Accepting a one-child certificate de-
creases the odds of having a second birth by more than 10
times and decreases the hazard of a second birth among
women who will have a second child by more than 5 times.
In general, women's background characteristics influ-
ence the probability of a second birth significantly and

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 MIXTURE-MODEL, SECOND BIRTHS IN CHINA 193

FIGURE 1. PRODUCT-LIMIT ESTIMATES OF CUMULATIVE PROBABILITY OF A SECOND BIRTH

1.00 -

.75 -

Less-Developed Areas
n 50 -
.50- More-Developed Areas

0.
.25 -

.00 -

9 21 33 45 57 69

Month

strongly, but these characteristics are far less important in TABLE 2. RESULTS FROM MIXTURE MODELS FOR MORE-
influencing the birth interval. As shown in the upper panel DEVELOPED AREAS
of Tables 2 and 3, most of the estimated coefficients (f) are
Probability of Second Birth
significant and the odds ratios (exp(p)) are very far from
unity. As shown in the bottom panel of Table 2, most of the Covariates f3 Standard Error exp(,)
estimated coefficients (y) are not significant. As shown in the
Accepted One-Child
bottom panel of Table 3, although some of the estimated co-
Certificate -2.322* 0.313 0.098
efficients (y) are statistically significant, the corresponding
Place of Residence
relative risks (exp(y))-with the exception of the relative risks
for living in a city-are close to unity. City -3.556* 0.286 0.029
In both area types the probability of a second birth de- Town -0.453 0.241 0.636
creases as age at first birth increases. In more-developed ar- Education, Junior High
eas, there is a moderately concave pattern of the effect of or Less 0.825* 0.373 2.282
age at first birth: The probability of second birth rises Sex of First Child, Female 1.205* 0.211 3.337
slightly as a woman's age at first birth increases until age Age at First Child's Birth -0.236* 0.095 0.790
21, and declines thereafter. Age at First Child's Birth,
The relationship between the age at first birth and the
Squared 0.095* 0.042 0.909
second-birth interval are quadratic in both area types, but the
direction of this relationship varies across area types. In Second-Birth Interval
more-developed areas, very young or very old age at the first
Covariates y Standard Error exp(y)
child's birth is associated with a shorter second-birth inter-
val, whereas these ages are associated with a longer interval Accepted One-Child
in less-developed areas. Certificate -1.703* 0.191 0.182
Place of residence is the most important background Place of Residence
characteristic. Women living in a rural area ("county") are City -0.021 0.220 0.979
30 times more likely to have a second child than women liv- Town 0.058 0.098 1.060
ing in a city in terms of the odds ratio (1/0.029 in more-de- Education, Junior High
veloped areas and 1/0.031 in less-developed areas). Living or Less 0.002 0.272 1.002
in a town has a significant effect on the probability of a sec- Sex of First Child, Female 0.125 0.095 1.133
ond birth in less-developed areas, but only a borderline sig-
Age at First Child's Birth -0.051 0.046 0.950
nificant effect in more-developed areas. Both women's edu-
Age at First Child's Birth,
cation and the sex of the first child have significant effects
Squared 0.068* 0.023 1.070
on the probability of a second birth. Higher education is as-
sociated with a lower probability of a second birth, and not *p < .05

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 194 DEMOGRAPHY, VOLUME 34-NUMBER 2, MAY 1997

TABLE 3. RESULTS FROM MIXTURE MODELS FOR LESS- having a son is strongly associated with a higher probability
DEVELOPED AREAS of a second birth.
The cumulative probability of a second birth in the two
Probability of Second Birth area types, based on the estimated baseline hazard rates from
Covariates , Standard Error exp(,)
the mixture models and the mean values of the covariates, is
plotted in Figure 2. Note that the cumulative probability has
Accepted One-Child an upper limit of one and approaches this limit faster in Fig-
Certificate -2.742* 0.284 0.064 ure 2 than in Figure 1. The model-based estimates in Figure
Place of Residence 2 are only for women who will have a second birth, but the
City -3.475* 0.348 0.031 product-limit life-table estimates in Figure 1 are for all the
Town -1.164* 0.272 0.312 women included in the analysis. The distribution of the sec-
Education, Junior High ond-birth intervals in more-developed areas is spread out
or Less 1.076* 0.252 2.933 evenly, whereas in less-developed areas the distribution is
Sex of First Child, Female 0.425* 0.198 1.530 concentrated in the 2-4 year range.
Age at First Child's Birth -0.544* 0.175 0.580 Finally, we compare our findings to the results from the
conventional analyses shown in Tables 4 and 5. In both area
Age at First Child's Birth,
types, the estimated effects of the variables on the probabil-
Squared 0.118 0.102 1.125
ity of having a second birth were similar to the estimates
Second-Birth Interval from the logistic regression models. The estimated effects on
the second-birth interval were less similar to the estimates
Covariates y Standard Error exp(y)
from the proportional hazards models, particularly in more-
Accepted One-Child developed areas. The reason stems from the composition of
Certificate -1.672* 0.130 0.188 the sample under study. Our samples are composed of three
Place of Residence types of women, as shown in Figure 3. In the figure, A rep-
City -0.559* 0.221 0.572 resents women who were observed to have second births, B
Town 0.021 0.043 1.021 represents women who were not observed to have second
Education, Junior High births but eventually would have second births, and C repre-
or Less 0.257* 0.085 1.293 sents women who never would have second births. In the lo-
gistic regression, the status of women in B may be mis-
Sex of First Child, Female 0.117* 0.038 1.124
classified, but this should not cause much bias. Because we
Age at Birth of First Child -0.048* 0.021 0.953
used an observation period of up to 10 years after the first
Age at First Child's Birth,
birth, B should be a very small proportion of the total num-
Squared -0.044* 0.013 0.957
ber of women. In the proportional hazards model, however,
*p < 0.05 women in C were erroneously treated in the same manner as

FIGURE 2. MODEL-BASED ESTIMATES OF CUMULATIVE PROBABILITY OF A SECOND BIRTH

1.00

.75 _

> |Less-Developed Areas

.50-

2/ More-Developed Areas
0.
.25 -

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 MIXTURE-MODEL, SECOND BIRTHS IN CHINA 195

TABLE 4. RESULTS FROM CONVENTIONAL MODELS FOR TABLE 5. RESULTS FROM CONVENTIONAL MODELS FOR
MORE-DEVELOPED AREAS LESS-DEVELOPED AREAS

Logistic Regression Model Logistic Regression Model

Covariates ,B Standard Error exp(p) Covariates ,B Standard Error exp(,B)

Accepted One-Child Accepted One-Child

Certificate -3.117* 0.128 0.044 Certificate -3.484* 0.116 0.031
Place of Residence Place of Residence
City -3.042* 0.199 0.048 City -2.934* 0.179 0.053
Town -0.207 0.139 0.813 Town 0.593* 0.124 0.553
Education, Junior High Education, Junior High
or Less 0.737* 0.216 2.090 or Less 1.097* 0.148 2.994
Sex of First Child, Female 1.001* 0.123 2.720 Sex of First Child, Female 0.381* 0.113 1.463
Age at First Child's Birth -0.214* 0.066 0.807 Age at First Child's Birth 0.307* 0.066 0.736
Age at First Child's Birth, Age at First Child's Birth,
Squared -0.046 0.033 0.955 Squared -0.056* 0.031 0.946

Proportional Hazards Model Proportional Hazards Model

Covariates y Standard Error exp(y) Covariates y Standard Error exp(y)

Accepted One-Child Accepted One-Child
Certificate -2.141* 0.084 0.118 Certificate -2.008* 0.072 0.134
Place of Residence Place of Residence
City -2.092* 0.155 0.123 City -1.638* 0.115 0.194
Town -0.074 0.072 0.929 Town -0.102* 0.037 0.903
Education, Junior High Education, Junior High
or Less 0.443* 0.144 1.557 or Less 0.413* 0.063 1.511
Sex of First Child, Female 0.441 * 0.065 1.554 Sex of First Child, Female 0.133* 0.033 1.142
Age at First Child's Birth -0.150* 0.035 0.861 Age at First Child's Birth -0.079* 0.018 0.924
Age at First Child's Birth, Age at First Child's Birth,
Squared -0.021 0.019 0.979 Squared -0.040* 0.011 0.960

*p < 0.05 *p <.05

Our model affords sufficient flexibility to handle the varia-

those in B. This procedure might cause relatively greater bias
tion of underlying hazard rates, and its computation is rea-
because C should be a large group, particularly in more-de-
veloped areas. sonably efficient.
Analysis of second births in China using our model re-
CONCLUSION vealed that the probability and the timing of having a sec-
ond child are affected by different factors. Acceptance of a
When there is reason to believe that the event for analysis,
such as the birth of a second child, will not be experienced one-child certificate had a significant effect on both the
by a substantial proportion of individuals under study, both probability of a second birth and the second-birth interval.
conventional models for binary response data and hazards Certain women's background characteristics-particularly
models have serious limitations and may result in biased living in a city-were important determinants of the prob-
estimates. These models are inadequate in properly treating ability of a second birth, but they generally had little influ-
the censored individuals and individuals who will never ex- ence on the second-birth interval; their effects on the birth
perience the event. Mixture models in which logistic re- interval were not significant in more-developed areas, and
gression and a form of survival model are combined have were small in less-developed areas. In contrast, results from
been introduced recently to overcome this problem (Kuk the conventional models were confounded and did not re-
and Chen, 1992; Yamaguchi, 1992), but they either lack veal the insignificant impacts of the covariates on the sec-
flexibility to handle variations in underlying hazard rates ond-birth interval.
or are impractical because of the complex computational A few methodological issues should be mentioned. Es-
procedures they require. We have introduced a new mix- timates from the mixture models tend to have greater stan-
ture model that combines a logistic regression model with dard errors than those derived from conventional models. It
a piecewise proportional hazards model as an alternative. is not surprising that uncertainty is greater when a larger

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 196 DEMOGRAPHY, VOLUME
FIGURE 3. COMPOSITION OF THE SAMPLES OF WOMEN UNDER STUDY
More-Developed Areas Less-Developed Areas
A = Had Second Births Before the Survey
B = Expected to Have Second Births After the Survey
C = Will Never Have Second Births
number of coefficients are estimated from the same amount
of information. A relatively long observation period is
needed to obtain reliable estimates. If the observation pe-
riod is too short to identify individuals who will never expe-
rience the event of interest, the estimation procedure may
not converge.
An issue that is still unresolved concerns the robustness
of the parameter estimates. Yamaguchi (1995) suggested that
effects of covariates on probability and timing of covariates
may not be separable if the survival function used for mod-
eling the timing does not eventually approach zero. One in-
dication that mixture models produce less robust estimates is
the high correlations between parameter estimates of prob-
ability and estimates of timing. In our example of second
births in China, the correlation coefficients between esti-
mated effects were relatively small except in two cases: The
effects of accepting a one-child certificate and of the woman's
education level had high correlations (-0.80 and -0.69, respec-
tively) in more-developed areas. We also calculated correla-
tion coefficients for the estimates from the mixture model
using the Weibull failure time model, in which the survival
function definitely approaches zero, and obtained similarly
high correlations for these two variables in more-developed
areas. We speculate that the two sets of effects are truly cor-
related. A more rigorous evaluation of the mixture models is
needed to understand the full implications of these correla-
tion coefficients.
Demographers can find numerous applications for the
mixture model. Besides births, events such as marriage, di-
vorce, migration, and employment also can be analyzed with
the model.
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34-NUMBER 2, MAY 1997
APPENDIX. ESTIMATION PROCEDURE USING THE
EM ALGORITHM
In the mixture model, the proportion of women who do not
have a second child within t months after the birth of their
first child is expressed as S(t) = pS,(t) + (1 - p), where p is
the probability of ever having a second birth and S,(t) is the
conditional probability of not having a second birth by time
t among those who will eventually have a second birth.
Let Y be a dichotomous variable indicating whether a
woman eventually will have a second birth (Y = 1) or not (Y =
0); let T be a variable indicating second-birth interval for
those who had a second birth or the interval between first bi
and the survey for those who did have a second birth; and let
be a dichotomous variable indicating whether a woman had a
second birth before the survey (6 = 1) or not (6 = 0). Let x be
the vector of covariates upon which the probability of a sec-
ond birth p(Y= 1 Ix;|) depends, and let A be the column vecto
of parameters to be estimated. For women who will have a
second birth, let z be the vector of covariates upon which t
second-birth interval depends, and let y be the column vect
of parameters to be estimated. We denote the hazard rate of
second birth t months after the first birth by hI(t,z;y) and
corresponding survival function by S,(t,z;y).
The mixture model assumes that
p(Y=lx;f) = 1 / [1 + exp(-x3)].
When we divide the period after the birth of the first ch
into k segments, (T> ,, T.), where To = 0 anid Tk = +
hl(t,z; Y= 1) = Xkexp(zy), Tj, < t 5 Tj.
 MIXTURE-MODEL, SECOND
Given data on women
tion of Patients
known and the status
estimation by the EM algorithm involves iterative maximiza-
tion of the pseudo-complete log-likelihood function:
Q= {(l - 6,)log[h(t,,z,;y)] + u,log[p(x,;P3)S1(t,,z,;y)]
+ (1 - u,)log[1 -p(x,;PA)]},
where u. is the expectation of Y.. Essentially, u, is the prob-
ability of having a second birth by the time of the survey.
The value of u. will be 1 if a woman is observed to have a
second birth, but will be estimated to be the probability of
having a second birth if a woman did not have a second birth
before the survey. Formally,
u 1= I if 6, = 0,
and
u, = p(x;PA)S(ti,zi;Y) / [p(xi;I3)S(t,,z,;Y)
+ 1 -p(xi;3)] if6,= 1.
Furthermore, Q0 can be divided into two parts: the log-
likelihood function for the logistic model,
Q= {uilog[p(xi;3)] + (1 - u,)log[1 -p(x,;P)]},
and the log-likelihood function for the hazards model,
Q2 = E {(l - 6,)log[h(t,,z,;y)] + u,log[S,(t,,z,;y)]}.
Therefore, the maximization of Q0 is performed by maximiz-
ing Q, with respect to f and maximizing Q2 with respect to y
separately. This is an advantage of the EM algorithm that
greatly reduces the complexity of computation.
In summary, we can break down the iterative estimation
procedure into the following steps:
(1) Choose the initial estimates of P, y, and the survival func-
tion.
(2) Compute the value of u,based on the current estimates of
3, y, and the survival function.
(3) Obtain the estimates of f that maximize Ql.
(4) Obtain the estimates of y that maximize Q2.
(5) Repeat Steps 2-4 until the convergence criteria are
reached.
A computer program for implementing this procedure
has been developed in SAS/IML (SAS Institute 1990) for
IBM mainframe computers.
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