A covariance-based test for shared frailty in multivariate lifetime data

作者：Kimber Alan^*; Sarker Shah Jalal

来源：Journal of Applied Statistics, 2012, 39(11): 2509-2522.

DOI：10.1080/02664763.2012.720966

• shared frailty
• finite variance frailty
• multivariate lifetimes
• Weibull distribution
• proportional hazards
• score statistic

We decompose the score statistic for testing for shared finite variance frailty in multivariate lifetime data into marginal and covariance-based terms. The null properties of the covariance-based statistic are derived in the context of parametric lifetime models. Its non-null properties are estimated using simulation and compared with those of the score test and two likelihood ratio tests when the underlying lifetime distribution is Weibull. Some examples are used to illustrate the covariance-based test. A case is made for using the covariance-based statistic as a simple diagnostic procedure for shared frailty in a parametric exploratory analysis of multivariate lifetime data and a link to the bivariate Clayton-Oakes copula model is shown.

• 出版日期2012