A nonparametric visual test of mixed hazard models
Autor: | Spreeuw, Jaap, Perch Nielsen, Jens, Fiig Jarner, Søren |
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Jazyk: | angličtina |
Rok vydání: | 2013 |
Předmět: |
frailty models
Matemàtiques i estadística::Estadística matemàtica [Àrees temàtiques de la UPC] 62 Statistics::62F Parametric inference [Classificació AMS] mortality data frailty models visual inspection 62 Statistics::62N Survival analysis and censored data [Classificació AMS] visual inspection mortality data 62F10 62N01 62N02 62P05 |
Zdroj: | SORT-Statistics and Operations Research Transactions; 2013: Vol.: 37 Núm.: 2 July-December; p. 153-174 oai:raco.cat:article/271167 Repositori Institucional de la Universitat Rovira i Virgili Universitat Rovira i virgili (URV) Dipòsit Digital de Documents de la UAB Universitat Autònoma de Barcelona UPCommons. Portal del coneixement obert de la UPC Universitat Politècnica de Catalunya (UPC) |
ISSN: | 1696-2281 |
Popis: | We consider mixed hazard models and introduce a new visual inspection technique capable of detecting the credibility of our model assumptions. Our technique is based on a transformed data approach, where the density of the transformed data should be close to the uniform distribution when our model assumptions are correct. To estimate the density on the transformed axis we take advantage of a recently defined local linear density estimator based on filtered data. We apply the method to national mortality data and show that it is capable of detecting signs of heterogeneity even in small data sets with substantial variability in observed death rates. |
Databáze: | OpenAIRE |
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