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Testing Convexity or Concavity of a Cumulated Hazard Rate

โœ Scribed by Durot, C.


Book ID
114668698
Publisher
IEEE
Year
2008
Tongue
English
Weight
258 KB
Volume
57
Category
Article
ISSN
0018-9529

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Unobserved heterogeneity in hazard rate
โœ Hans-Peter Blossfeld; Alfred Hamerle ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› Springer Netherlands ๐ŸŒ English โš– 710 KB

This paper proposes a test for neglected heterogeneity in continuous-time hazard rate models that can be done easily using generally available program packages. It is a score test appropriate for cases in which the variance of the heterogeneity is small and it can be applied quite generally, provide