Miscellanea. On the insensitivity of the score test for heterogeneity to omitted covariates in multivariate failure time models
多元失效时间模型中异质性得分检验对遗漏协变量的不敏感性
The multivariate Weibull distribution often provides a point of departure for modelling repeated, or a sequence of, failure times for a particular individual. It is then natural to want to test the implied assumption of homogeneity, and a number of authors have derived a score test for this purpose; see, for example, Kimber (1996). In the present paper it is shown that the proposed score test for neglected heterogeneity can be insensitive to specification error in the…