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Uni Köln > WiSo-Fakultät > Seminar für Wirtschafts- und Sozialstatistik > Institut > LS Mosler > Prof. Mosler > Publikationen
Publikationen von Univ.-Prof. Dr. Karl Mosler |
Abstract: Testing for homogeneity in an exponential mixture model (Karl Mosler and Wilfried Seidel) |
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| Diagnostic procedures are studied to test for homogeneity against unobserved heterogeneity in an exponential mixture model. The procedures include a dispersion score test, a likelihood ratio test, a moment likelihood approach and several goodness-of-fit tests. The empirical power of these tests is compared on a broad range of alternatives. We propose a new test, which combines the dispersion score test with a properly chosen goodness-of-fit procedure; its empirical power comes close to the power of the best of the other tests. | ||||
Keywords: Mixture diagnosis, frailty model, survival analysis, hazard models, overdispersion, goodness-of-fit, likelihood tests. |
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