Detection of frailty in Weibull lifetime data using outlier tests
Detection of frailty in Weibull lifetime data using outlier tests
Heterogeneity in lifetime data may be modelled by multiplying an individual's hazard by an unobserved frailty. We test for the presence of frailty of this kind in univariate and bivariate data with Weibull distributed lifetimes, using statistics based on the ordered Cox-Snell residuals from the null model of no frailty. The form of the statistics is suggested by outlier testing in the gamma distribution. We find through simulation that the sum of the k largest or k smallest order statistics, for suitably chosen k, provides a powerful test when the frailty distribution is assumed to be gamma or positive stable, respectively. We provide recommended values of k for sample sizes up to 100 and simple formulae for estimated critical values for tests at the 5% level.
weibull distribution, cox-snell residuals, testing
15-23
Caroni, C.
6fcc8200-11ae-496e-90ed-ed1fcf1ca147
Kimber, A.
40ba3a19-bbe3-47b6-9a8d-68ebf4cea774
2004
Caroni, C.
6fcc8200-11ae-496e-90ed-ed1fcf1ca147
Kimber, A.
40ba3a19-bbe3-47b6-9a8d-68ebf4cea774
Caroni, C. and Kimber, A.
(2004)
Detection of frailty in Weibull lifetime data using outlier tests.
Journal of Statistical Computation and Simulation, 74 (1), .
(doi:10.1080/0094965031000104305).
Abstract
Heterogeneity in lifetime data may be modelled by multiplying an individual's hazard by an unobserved frailty. We test for the presence of frailty of this kind in univariate and bivariate data with Weibull distributed lifetimes, using statistics based on the ordered Cox-Snell residuals from the null model of no frailty. The form of the statistics is suggested by outlier testing in the gamma distribution. We find through simulation that the sum of the k largest or k smallest order statistics, for suitably chosen k, provides a powerful test when the frailty distribution is assumed to be gamma or positive stable, respectively. We provide recommended values of k for sample sizes up to 100 and simple formulae for estimated critical values for tests at the 5% level.
This record has no associated files available for download.
More information
Published date: 2004
Keywords:
weibull distribution, cox-snell residuals, testing
Organisations:
Statistics
Identifiers
Local EPrints ID: 42005
URI: http://eprints.soton.ac.uk/id/eprint/42005
ISSN: 0094-9655
PURE UUID: 76939f6b-a02f-48b2-bf7b-484d5f1c959b
Catalogue record
Date deposited: 30 Oct 2006
Last modified: 15 Mar 2024 08:42
Export record
Altmetrics
Contributors
Author:
C. Caroni
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics