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st: Fwd: Request for your papers


From   Sridhar Telidevara <sridhar.telidevara@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Fwd: Request for your papers
Date   Sun, 16 May 2010 19:30:23 -0400

I ran two log-logistic competing risks models, one with and another
without gamma heterogeneity (mean 1 and variance 1/theta). There is a
huge difference between the two likelihoods (likelihood-ratio test
holds), but the estimate for the variance term (1/theta) is pretty close to zero
and also insignificant.

I know that if the estimate of the variance
parameter for gamma heterogeneity is zero then the model should
converge to the model without heterogeneity (independent risks) and
the likelihood ratios of
the two models should pretty much be the same.

I am not sure how to interpret the results.

I highly appreciate your input in this regard.

Thank you,

Regards,

Sridhar Telidevara
Deaprtment of Business Administration and Economics
115A Hartwell Hall
SUNY Brockport,
Brockport,NY 14420
1-585-390-5532
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