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http://hdl.handle.net/1942/8229
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DC Field | Value | Language |
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dc.contributor.author | CLAESKENS, Gerda | - |
dc.contributor.author | NGUTI, Rosemary | - |
dc.contributor.author | JANSSEN, Paul | - |
dc.date.accessioned | 2008-04-14T09:38:11Z | - |
dc.date.available | 2008-04-14T09:38:11Z | - |
dc.date.issued | 2008 | - |
dc.identifier.citation | TEST, 17(1). p. 69-82 | - |
dc.identifier.issn | 1133-0686 | - |
dc.identifier.uri | http://hdl.handle.net/1942/8229 | - |
dc.description.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 As a result, the classical likelihood ratio asymptotic chi-square distribution theory is no longer valid.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. | - |
dc.language.iso | en | - |
dc.publisher | SPRINGER | - |
dc.subject.other | inference under inequality constraints; frailty models; likelihood ratio test; mixture of chi(2)-distributions; score test; survival data | - |
dc.title | One-sided tests in shared frailty models | - |
dc.type | Journal Contribution | - |
dc.identifier.epage | 82 | - |
dc.identifier.issue | 1 | - |
dc.identifier.spage | 69 | - |
dc.identifier.volume | 17 | - |
local.format.pages | 14 | - |
local.bibliographicCitation.jcat | A1 | - |
dc.description.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 | - |
local.type.refereed | Refereed | - |
local.type.specified | Article | - |
dc.bibliographicCitation.oldjcat | A1 | - |
dc.identifier.doi | 10.1007/s11749-006-0023-9 | - |
dc.identifier.isi | 000254462600012 | - |
item.fullcitation | CLAESKENS, Gerda; NGUTI, Rosemary & JANSSEN, Paul (2008) One-sided tests in shared frailty models. In: TEST, 17(1). p. 69-82. | - |
item.validation | ecoom 2009 | - |
item.accessRights | Closed Access | - |
item.fulltext | No Fulltext | - |
item.contributor | CLAESKENS, Gerda | - |
item.contributor | NGUTI, Rosemary | - |
item.contributor | JANSSEN, Paul | - |
crisitem.journal.issn | 1133-0686 | - |
crisitem.journal.eissn | 1863-8260 | - |
Appears in Collections: | Research publications |
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