Application of the Cox regression model with time dependent parameters to unemployment data

The contribution deals with the application of statistical survival analysis with the intensity described by a generalized version of Cox regression model with time dependent parameters. A\nmethod of model components non-parametric estimation is recalled, the flexibility of result is assessed with a goodness-of-fit test based on martingale residuals. The application\nconcerns to the real data representing the job opportunities development and reduction, during a given period. The risk of leaving the company is changing in time and depends also on the age of employees and their time with company. Both these covariates are considered and their impact to the risk analyzed