Title

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

Author Info

Sanjiv Jaggia, Suffolk UniversityFollow

Recommended Citation

Published in The Review of Economics and Statistics, Volume 79, Issue 2, May 1, 1997, pages 340-343.

NOTE: At the time of publication, the author Sanjiv Jaggia was not yet affiliated with Cal Poly.

The definitive version is available at https://doi.org/10.1162/003465397556728.

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.

Disciplines

Economics

Copyright

1997 The MIT Press.