On the sensitivity of the overdispersion test in a Weibull model
Chris Orme ()
Statistics & Probability Letters, 2000, vol. 46, issue 1, 95-100
This paper examines the O(n-1/2) sampling behaviour of the overdispersion test statistic in a Weibull hazard regression model, under the assumption of locally omitted covariates and in the absence of censoring. Although the O(1) sampling distribution is insensitive to this misspecification, by refining the approximation to O(n-1/2) it is shown how the non-centrality parameter of the O(1) asymptotic distribution of the precise score test (i.e., the variance of the omitted term) directly influences the power of the overdispersion test.
Keywords: Edgeworth; expansion; Omitted; covariates; Overdispersion; test; Weibull; model (search for similar items in EconPapers)
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed
Downloads: (external link)
Full text for ScienceDirect subscribers only
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:46:y:2000:i:1:p:95-100
Ordering information: This journal article can be ordered from
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul
More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().