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st: test for heterogeneity: streg with frailty(gamma) for weighted data


From   yan yu <yyu@ssc.wisc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: test for heterogeneity: streg with frailty(gamma) for weighted data
Date   Sun, 5 Aug 2007 14:40:40 -0500 (CDT)

Hi,

I have a problem with using streg for weighted data.  Unlike with
unweighted data, streg with unshared gamma frailty for weighted data
does not report a likelihood ratio test for unobserved
heterogeneity. I used the code [pw=sampleweight] in stset to
incorporate sample weights. I tried to do the likelihood ratio test
manually, by running models with and without the frailty
parameter. But this seemed not to work: The loglikelihoods from streg
are substantially different between when frailty(gammma) is included
(ll=-464), and when frailty is not included (ll=448).  With only 1
degree of freedom, the difference in ll seems to be too big,
considering that the theta estimate is .45 with a standard error of
.48.

Do you have any idea about what is going on?  Could you suggest some
appropriate test for heterogeneity?

Thank you,
Yan


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