Detection of frailty in Weibull lifetime data using Outlier tests

Caroni, C. and Kimber, A. (2004) Detection of frailty in Weibull lifetime data using Outlier tests. Journal of Statistical Computation and Simulation, 74 (1). pp. 15-23. ISSN 0094-9655 doi: 10.1080/0094965031000104305

Abstract/Summary

Heterogeneity in lifetime data may be modelled by multiplying an individual's hazard by an unobserved frailty. We test for the presence of frailty of this kind in univariate and bivariate data with Weibull distributed lifetimes, using statistics based on the ordered Cox-Snell residuals from the null model of no frailty. The form of the statistics is suggested by outlier testing in the gamma distribution. We find through simulation that the sum of the k largest or k smallest order statistics, for suitably chosen k , provides a powerful test when the frailty distribution is assumed to be gamma or positive stable, respectively. We provide recommended values of k for sample sizes up to 100 and simple formulae for estimated critical values for tests at the 5% level.