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Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/8229

Title: One-sided tests in shared frailty models
Authors: CLAESKENS, Gerda
NGUTI, Rosemary
JANSSEN, Paul
Issue Date: 2008
Publisher: SPRINGER
Citation: TEST, 17(1). p. 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 As a result, the classical likelihood ratio asymptotic chi-square distribution theory is no longer valid.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-square 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.
Notes: Katholieke Univ Leuven, ORSTAT, B-3000 Louvain, Belgium. Katholieke Univ Leuven, Univ Ctr Stat, B-3000 Louvain, Belgium. Univ Nairobi, Dept Math, Nairobi, Kenya. Univ Hasselt, Ctr Stat, Hasselt, Belgium.Claeskens, G, Katholieke Univ Leuven, ORSTAT, Naamsestr 69, B-3000 Louvain, Belgium.gerda.claeskens@econ.kuleuven.be
URI: http://hdl.handle.net/1942/8229
DOI: 10.1007/s11749-006-0023-9
ISI #: 000254462600012
ISSN: 1133-0686
Category: A1
Type: Journal Contribution
Validation: ecoom, 2009
Appears in Collections: Research publications

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