| dc.contributor.author | Nguti, Rosemary | |
| dc.contributor.author | Janssen, Paul | |
| dc.contributor.author | Claeskens, Gerda | |
| dc.date.accessioned | 2015-09-21T05:29:22Z | |
| dc.date.available | 2015-09-21T05:29:22Z | |
| dc.date.issued | 2007 | |
| dc.identifier.citation | Original Paper TEST May 2008, Volume 17, Issue 1, pp 69-82 | en_US |
| dc.identifier.uri | http://link.springer.com/article/10.1007/s11749-006-0023-9 | |
| dc.identifier.uri | http://hdl.handle.net/11295/91213 | |
| 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 As a result, the classical likelihood ratio asymptotic chi-square distribution theory is no longer valid.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. | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | University of Nairobi | en_US |
| dc.subject | Inference under inequality constraints Frailty models Likelihood ratio test Mixture of χ 2-distributions Score test Survival data | en_US |
| dc.title | One-sided tests in shared frailty models | en_US |
| dc.type | Article | en_US |
| dc.type.material | en | en_US |
