Detection of frailty in weibull lifetime data using outlier tests

Caroni, C; Kimber, A

dc.contributor.author	Caroni, C	en
dc.contributor.author	Kimber, A	en
dc.date.accessioned	2014-03-01T01:20:11Z
dc.date.available	2014-03-01T01:20:11Z
dc.date.issued	2004	en
dc.identifier.issn	0094-9655	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/15853
dc.subject	Cox-Snell residuals	en
dc.subject	Testing	en
dc.subject	Weibull distribution	en
dc.subject.classification	Computer Science, Interdisciplinary Applications	en
dc.subject.classification	Statistics & Probability	en
dc.subject.other	DISTRIBUTIONS	en
dc.subject.other	HETEROGENEITY	en
dc.subject.other	DISEASE	en
dc.subject.other	MODEL	en
dc.title	Detection of frailty in weibull lifetime data using outlier tests	en
heal.type	journalArticle	en
heal.identifier.primary	10.1080/0094965031000104305	en
heal.identifier.secondary	http://dx.doi.org/10.1080/0094965031000104305	en
heal.language	English	en
heal.publicationDate	2004	en
heal.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.	en
heal.publisher	TAYLOR & FRANCIS LTD	en
heal.journalName	Journal of Statistical Computation and Simulation	en
dc.identifier.doi	10.1080/0094965031000104305	en
dc.identifier.isi	ISI:000186682400002	en
dc.identifier.volume	74	en
dc.identifier.issue	1	en
dc.identifier.spage	15	en
dc.identifier.epage	23	en