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A Test for Detecting Overdispersion in Multiple Spell Failure Time Models
Author(s) -
Hamerle A.
Publication year - 1992
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710340108
Subject(s) - overdispersion , statistics , covariate , test statistic , econometrics , statistic , test (biology) , mathematics , computer science , statistical hypothesis testing , negative binomial distribution , poisson distribution , biology , paleontology
This paper proposes a test for the detection of the presence of unobserved heterogeneity. The term “unobserved heterogeneity” refers to differences remaining in hazard rates after controlling for the effects of the included covariates. The test relies on results of LANCASTER (1985), and BURDETT et al. (1985). Their results are generalized to allow for multiple spells. No assumption on the functional form of the distribution of the heterogeneity is required. The test statistic can be calculated with available computer programs. In the last section we present an example of the application of the test, analyzing survival data after breast cancer operation.