删失指数模型中异质性得分检验的替代形式

Alternative Forms of the Score Test for Heterogeneity in a Censored Exponential Model

Review of Economics and Statistics · 1997
被引 7
人大 AFT50ABS 4

中文导读

分析了右删失指数模型中异质性得分检验的不同版本,发现基于理论信息矩阵的检验优于其他检验,并探讨了删失数据如何降低检验功效。

Abstract

Different versions of the score test for neglected heterogeneity for a right censored exponential model are analyzed. These tests depend on how the information matrix is estimated. A test based on the theoretical information matrix is derived that is shown to outperform all the other tests. Further, the noncentrality parameter of the test is examined to show how the power of the test is reduced when data are censored. © 1997 by the President and Fellows of Harvard College and the Massachusetts Institute of Technology

删失指数模型异质性检验得分检验信息矩阵估计