IDEAS home Printed from
MyIDEAS: Log in (now much improved!) to save this paper

Likelihood Ratio Test in the Correlated Gamma-Frailty Model

Listed author(s):
  • Korsholm, L.
Registered author(s):

    The correlated gamma-frailty model is a generalization of Cox' proportional hazard model, which allows for correlation between individuals within the same group. The nonparametric maximum likelihood estimator in this model has previously been studied by Murphy (1994, 1995) and Parner (1998). Here we show that the likelihood ratio test can be performed with the x2 distribution as asymptotic law, with the degrees of freedom f equal to the number of Euclidean Parameters fixed under the hypothesis. As a side effect we also have a new proof for asymptotic normality and efficiency of the Euclidean component of the maximum likelihood parameter. Finally, we show how standard errors can be computed.

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below under "Related research" whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Paper provided by Centre for Labour Market and Social Research, Danmark- in its series Papers with number 98-11.

    in new window

    Date of creation: 1998
    Handle: RePEc:fth:clmsre:98-11
    Contact details of provider: Postal:
    Danmark; Centre for Labour Market and Social Research. Science Park Aarhus Wieds Vej 10C, 8000 Aarhus C, Danmark

    Phone: +45 8942 2350
    Fax: +45 8942 2365
    Web page:

    More information through EDIRC

    No references listed on IDEAS
    You can help add them by filling out this form.

    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

    When requesting a correction, please mention this item's handle: RePEc:fth:clmsre:98-11. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel)

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.