Displaying 2 results from an estimated 2 matches for "heterogeinity".
2006 Jan 02
0
cox model test heterogeinity
I'm a young physician and i work on the breast cancer. I made a cox
model and i want to do a test of heterogeneity. Do you know how i
can
do this with R. I'm sorry for this question wich seems to be easy
for
you. I read the manual and the help and i don't find it.
Thanks for your help
Bertrand Billemont
2006 Dec 06
0
Re : stat question - not R question so ignore if not interested
For the first question x'(y-bx)<>0 or Cov(Ui,Xi)<>0 you have heterogeinity problem !
OLS estimator in this case in biased.
The bias is equal to (Exx')^{-1}Exu
You obtain obtain correct estimator by use instrumental variable or 2SLS ...
Justin BEM
Elève Ingénieur Statisticien Economiste
BP 294 Yaoundé.
Tél (00237)9597295.
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