A covariance-based test for shared frailty in multivariate lifetime data

(2011) A covariance-based test for shared frailty in multivariate lifetime data Journal of Applied Statistics, 38, (11), pp. 2509-2522. (doi:10.1080/02664763.2012.720966).

WarningThere is a more recent version of this item available.


[img] PDF A Covariance-Based Test For Shared Frailty In Multivariate Lifetime Data - Version of Record
Download (163kB)
[img] Indexer Terms UNSPECIFIED
Download (6kB)


We decompose the score statistic for testing for shared finite variance frailty in multivariate lifetime data into marginal and covariance-based terms. The null properties of the covariance-based statistic are derived in the context of parametric lifetime models. Its non-null properties are estimated using simulation and compared with those of the score test and two likelihood ratio tests when the underlying lifetime distribution is Weibull. Some examples are used to illustrate the covariance-based test. A case is made for using the covariance-based statistic as a simple diagnostic procedure for shared frailty in a parametric exploratory analysis of multivariate lifetime data and a link to the bivariate Clayton-Oakes copula model is shown.

Item Type: Article
Digital Object Identifier (DOI): doi:10.1080/02664763.2012.720966
Keywords: finite variance frailty, gamma frailty, multivariate lifetimes, positive stable frailty, proportional hazards, score statistic, survival analysis, weibull distribution
ePrint ID: 188275
Date Deposited: 24 May 2011 08:10
Last Modified: 31 Mar 2016 13:39
Further Information:Google Scholar
URI: http://eprints.soton.ac.uk/id/eprint/188275

Available Versions of this Item

Actions (login required)

View Item View Item