Alternative Forms of the Score Test for Heterogeneity in a Censored Exponential Model

A-Tier
Journal: Review of Economics and Statistics
Year: 1997
Volume: 79
Issue: 2
Pages: 340-343

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Different versions of the score test for neglected heterogeneity for a right censored exponential model are analyzed. These tests depend on how the information matrix is estimated. A test based on the theoretical information matrix is derived that is shown to outperform all the other tests. Further, the noncentrality parameter of the test is examined to show how the power of the test is reduced when data are censored. © 1997 by the President and Fellows of Harvard College and the Massachusetts Institute of Technology

Technical Details

RePEc Handle
repec:tpr:restat:v:79:y:1997:i:2:p:340-343
Journal Field
General
Author Count
1
Added to Database
2026-01-25