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).
PDF A Covariance-Based Test For Shared Frailty In Multivariate Lifetime Data
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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.
|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|
|Date Deposited:||24 May 2011 08:10|
|Last Modified:||31 Mar 2016 13:39|
|Further Information:||Google Scholar|
|RDF:||RDF+N-Triples, RDF+N3, RDF+XML, Browse.|
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