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. 2017 Sep;55:139–152. doi: 10.1016/j.jhealeco.2017.06.013

Table 3.

Sample fit of domain-specific models for alternative copula functions with Gaussian marginals.

Copula
Gaussian Frank Clayton Gumbel Joe
Mobility domain
Log-likelihood −6656.54 −6665.73 −6727.46 −6669.82 −6736.73
χ2(7) for H0: β3 = β5 29.02*** 29.49*** 23.82*** 33.64*** 37.14***



Self-care domain
Log-likelihood −4221.35 -4212.35 −4248.89 § §
χ2(7) for H0: β3 = β5 8.31 5.98 5.35



Usual activities domain
Log-likelihood −6772.96 −6796.04 −6866.11 −6785.64 −6829.65
χ2(7) for H0: β3 = β5 10.87 10.22 10.89 11.23 11.53



Pain/discomfort domain
Log-likelihood −6148.63 −6148.07 −6190.84 −6147.80 −6199.63
χ2(7) for H0: β3 = β5 29.75*** 30.26*** 32.71*** 29.09*** 26.82***



Anxiety/depression domain
Log-likelihood −6243.59 −6238.86 −6300.55 −6244.72 −6302.70
χ2(7) for H0: β3 = β5 12.05* 8.56 5.10 10.66 11.86

Best-fitting models in bold type (all models have 15 parameters).

*

Statistical significance: 10%.

***

Statistical significance: 1%.

§

No convergence.