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

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  • Bordes, Laurent
  • Commenges, Daniel

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.

Suggested Citation

  • Bordes, Laurent & Commenges, Daniel, 2001. "Asymptotics for Homogeneity Tests Based on a Multivariate Random Effects Proportional Hazards Model," Journal of Multivariate Analysis, Elsevier, vol. 78(1), pages 83-102, July.
    • Handle: RePEc:eee:jmvana:v:78:y:2001:i:1:p:83-102
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    References listed on IDEAS

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    1. Borm, Peter & Keiding, H & McLean, R.P. & Oortwijn, S & Tijs, S, 1992. "The Compromise Value for NTU-Games," International Journal of Game Theory, Springer;Game Theory Society, vol. 21(2), pages 175-189.
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    Cited by:

    1. David B. Dunson & Zhen Chen, 2004. "Selecting Factors Predictive of Heterogeneity in Multivariate Event Time Data," Biometrics, The International Biometric Society, vol. 60(2), pages 352-358, June.

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