Please use this identifier to cite or link to this item: https://repositorio.ufrn.br/jspui/handle/123456789/27093
Title: Testing inference in accelerated failure time models
Authors: Medeiros, Francisco M. C.
Silva-Júnior, Antônio H. M. da
Valença, Dione M.
Ferrari, Silvia L. P.
Keywords: Accelerated failure time models;Gradient test;Likelihood ratio test;Random censoring
Issue Date: Apr-2014
Publisher: Canadian Center of Science and Education
Citation: MEDEIROS, Francisco M. C. et al . Testing inference in accelerated failure time models. International Journal of Statistics and Probability, v. 3, n.2, p. 121-131, 2014. Disponível em: <http://ccsenet.org/journal/index.php/ijsp/article/view/35111>. Acesso em 06 dez. 2017.
Portuguese Abstract: We address the issue of performing hypothesis testing in accelerated failure time models for non-censored and censored samples. The performances of the likelihood ratio test and a recently proposed test, the gradient test, are compared through simulation. The gradient test features the same asymptotic properties as the classical large sample tests, namely, the likelihood ratio, Wald and score tests. Additionally, it is as simple to compute as the likelihood ratio test. Unlike the score and Wald tests, the gradient test does require the computation of the information matrix, neither observed nor expected. Our study suggests that the
URI: https://repositorio.ufrn.br/jspui/handle/123456789/27093
ISSN: 1927-7040
Appears in Collections:CCET - DEST - Artigos publicados em periódicos

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