Asymptotics for Homogeneity Tests Based on a Multivariate Random Effects Proportional Hazards Model

Laurent Bordes and Daniel Commenges

Journal of Multivariate Analysis, 2001, vol. 78, issue 1, 83-102

Abstract: D. Commenges and H. Jacqmin-Gadda (1997, J. Roy. Statist. Soc. B59, 157-171) considered generalized score tests of homogeneity that accommodate parametric and semiparametric regression models arising from multivariate random effects with common variance and known correlations. In this paper we give some sufficient hypotheses under which the asymptotic behavior of the test statistic is standard normal for the proportional hazards model with right censored data. Several examples of applicability are studied.

Keywords: counting; processes; frailty; models; homogeneity; test; multivariate; random; effects; semiparametric; proportional; hazards; model (search for similar items in EconPapers)
Date: 2001
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