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st: LR-test of frailty parameter after streg with cluster option


From   "Steinar Fossedal" <[email protected]>
To   <[email protected]>
Subject   st: LR-test of frailty parameter after streg with cluster option
Date   Sat, 27 Jan 2007 17:30:28 +0100

Hi, listers

When fitting a parametric hazard model with frailty, the output from
stata includes a modified LR-test of the nullhypothesis that the frailty
component theta equals zero. This as suggested by Gutierrez  et
al.(2001).

Example:
Likelihood-ratio test of theta=0: chibar2(01) = 17.62 Prob>=chibar2 =
0.000

However, when adding a cluster component to the model, this output is
lacking. An alternative to clustering would be fitting a shared frailty
model, but this does not seem to be supported with gamma regression in
Stata yet.

My question is then, is there a way to get Stata to supply the modified
LR-test for clustered models so I can evaluate the significance of the
theta parameter when the subjects in the dataset are not independent?

Hope you can help.

Steinar Fossedal

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