Sanjoy K. Sinha
In the analysis of recurrent event data, frailties are commonly used to model the dependence structure among repeated event times within an individual. Often it is of interest to test whether the variance component in a frailty model is zero. It is well-known that the usual asymptotic mixtures of chi-square distributions of the score statistics for testing constrained variance components do not necessarily hold. In this paper, we propose and explore a stochastic permutation score test based on randomly permuting the indices associated with the individuals of a survival model. An empirical study suggests that the proposed score test has approximately the correct level of significance and is more powerful than the asymptotic score test based on the mixture of chi-square distributions. The proposed test is illustrated using two sets of actual recurrence failure time data obtained from clinical experiments.
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