Title: One-sided tests in shared frailty models
Authors: Claeskens, Gerda ×
Nguti, Rosemary
Janssen, Paul #
Issue Date: May-2008
Series Title: Test vol:17 issue:1 pages:69-82
Abstract: Tests for the presence of heterogeneity in frailty models use an alternative hypothesis in which the heterogeneity parameter is subject to an inequality constraint. As a result the classical likelihood ratio asymptotic chi-squared distribution theory is no longer valid. Our main result states the limiting distribution of the likelihood ratio and score statistic for the one-sided testing problem. The resulting distribution is a mixture of chi-squared distributed random variables. The results are shown for gamma and positive stable frailty distributions, and hold when covariate information is present.
A data example illustrates the tests. We also assess, in a simulation study, the performance of the tests regarding the significance level and power.
ISSN: 1133-0686
Publication status: published
KU Leuven publication type: IT
Appears in Collections:Research Center for Operations Research and Business Statistics (ORSTAT), Leuven
× corresponding author
# (joint) last author

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