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Testing for Proportional Hazards with Unrestricted Univariate Unobserved Heterogeneity

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Author Info
Arnab Bhattacharjee

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Abstract

We develop tests of the proportional hazards assumption, with respect to a continuous covariate, in the presence of unobserved heterogeneity with unknown distribution at the individual observation level. The proposed tests are specially powerful against ordered alternatives useful for modeling non-proportional hazards situations. By contrast to the case when the heterogeneity distribution is known up to finite dimensional parameters, the null hypothesis for the current problem is similar to a test for absence of covariate dependence. However, the two testing problems di¤er in the nature of relevant alternative hypotheses. We develop tests for both the problems against ordered alternatives. Small sample performance and an application to real data highlight the usefulness of the framework and methodology .

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Publisher Info
Paper provided by Department of Economics, University of St. Andrews in its series Discussion Paper Series, Department of Economics with number 0904.

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Date of creation: Apr 2009
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Handle: RePEc:san:wpecon:0904

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Postal: School of Economics and Finance, University of St. Andrews, Fife KY16 9AL
Phone: 01334 462420
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Web page: http://www.st-andrews.ac.uk/economics/

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Related research
Keywords: Two-sample tests; Increasing hazard ratio; Trend tests; Partial orders; Mixed proportional hazards model; Time varying coe¢cients.;

Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models
C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis

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  1. Bhattacharjee, Arnab, 2004. "Estimation in hazard regression models under ordered departures from proportionality," Computational Statistics & Data Analysis, Elsevier, vol. 47(3), pages 517-536, October. [Downloadable!] (restricted)
    Other versions:
  2. Joel L. Horowitz, 1999. "Semiparametric Estimation of a Proportional Hazard Model with Unobserved Heterogeneity," Econometrica, Econometric Society, vol. 67(5), pages 1001-1028, September.
  3. Thomas H. Scheike & Torben Martinussen, 2004. "On Estimation and Tests of Time-Varying Effects in the Proportional Hazards Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 31(1), pages 51-62. [Downloadable!] (restricted)
  4. Heckman, James J. & Singer, Burton, 1984. "Econometric duration analysis," Journal of Econometrics, Elsevier, vol. 24(1-2), pages 63-132. [Downloadable!] (restricted)
  5. Torben Martinussen, 2002. "Efficient Estimation of Fixed and Time-varying Covariate Effects in Multiplicative Intensity Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 29(1), pages 57-74. [Downloadable!] (restricted)
  6. Arnab Bhattacharjee, 2008. "Partial Orders with Respect to Continuous Covariates and Tests for the Proportional Hazards Model," Discussion Paper Series, Department of Economics 0807, Department of Economics, University of St. Andrews. [Downloadable!]
  7. Liu, P. Y. & Wei Yann Tsai, 1999. "A modified logrank test for censored survival data under order restrictions," Statistics & Probability Letters, Elsevier, vol. 41(1), pages 57-63, January. [Downloadable!] (restricted)
  8. Gorgens, Tue & Horowitz, Joel L., 1999. "Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable," Journal of Econometrics, Elsevier, vol. 90(2), pages 155-191, June. [Downloadable!] (restricted)
    Other versions:
  9. McCall, Brian P., 1996. "The Identifiability of the Mixed Proportional Hazards Model with Time-Varying Coefficients," Econometric Theory, Cambridge University Press, vol. 12(04), pages 733-738, October. [Downloadable!]
  10. Baker, Michael & Melino, Angelo, 2000. "Duration dependence and nonparametric heterogeneity: A Monte Carlo study," Journal of Econometrics, Elsevier, vol. 96(2), pages 357-393, June. [Downloadable!] (restricted)
    Other versions:
  11. Sherman, Robert P, 1993. "The Limiting Distribution of the Maximum Rank Correlation Estimator," Econometrica, Econometric Society, vol. 61(1), pages 123-37, January. [Downloadable!] (restricted)
  12. Horowitz, Joel L, 1996. "Semiparametric Estimation of a Regression Model with an Unknown Transformation of the Dependent Variable," Econometrica, Econometric Society, vol. 64(1), pages 103-37, January. [Downloadable!] (restricted)
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This page was last updated on 2009-11-10.


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