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|Title: ||One-sided tests in shared frailty models|
|Authors: ||CLAESKENS, Gerda|
|Issue Date: ||2008|
|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 As a result, the classical likelihood ratio asymptotic chi-square distribution theory is no longer valid.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.email@example.com|
|ISI #: ||000254462600012|
|Type: ||Journal Contribution|
|Validation: ||ecoom, 2009|
|Appears in Collections: ||Research publications|
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