P. Economou, Milan Stehlik,
"On small samples testing for frailty through homogeneity test"
, in Communications in Statistics - Simulation and Computation, Vol. 44, Nummer 1, Seite(n) 40-65, 2015
On small samples testing for frailty through homogeneity test
Sprache des Titels:
We derive a test in order to examine the need of modeling survival data using frailty
models based on the likelihood ratio (LR) test for homogeneity. Test is developed for
both complete and censored samples from a family of baseline distributions that satisfy
a closure property. Approach motivated by I-divergence distance is used in order to
determine ?credible? regions for all parameters of baseline distribution for which
homogeneity hypothesis is not rejected. Proposed test outperforms the usual asymptotic
LR test both in very small samples with known frailty and for all small sample sizes
under misspecified frailty.
Sprache der Kurzfassung:
Communications in Statistics - Simulation and Computation