The Stata command xtreg estimates the random-effects linear regression model, for which the random effects are assumed to be normally distributed with zero mean and non-negative variance, s^2_{i,t}. Testing homogeneity across units is equivalent to testing the null hypothesis H_0: s^2_{i,t} = 0,...

In the presence of dependent competing risks in survival analysis, the Cox proportional hazards model can be utilised to examine covariate effects on the cause-specific hazard function for each type of failure. The method proposed by Lunn and McNeil (1995) requires data augmentation. With k...