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. 2020 Dec 14;49(5):1252–1276. doi: 10.1080/02664763.2020.1859466

Table 3.

Measures ST and SW – misspecification on stochastic component.

    Fitted frailty model
True frailty τ Gamma Positive stable Logarithmic series
Gamma 0.1 0.000590 0.000670 0.000601
  0.3 0.000721 0.000807 0.000744
  0.5 0.001126 0.000968 0.000870
  0.7 0.001871 0.001404 0.001875
Positive stable 0.1 0.000724 0.000608 0.000667
  0.3 0.001341 0.000634 0.001576
  0.5 0.002213 0.000764 0.005018
  0.7 0.002773 0.001588 0.016349
Logarithmic series 0.1 0.001184 0.000672 0.000766
  0.3 0.001270 0.000682 0.000819
  0.5 0.001428 0.000699 0.000926
  0.7 0.001745 0.000762 0.001231