Empirical likelihood inference for a semiparametric hazards regression model
We investigated the empirical likelihood inference approach under a general class of semiparametric hazards regression models with survival data subject to right-censoring. An empirical likelihood ratio for the full 2p regression parameters involved in the model is obtained. We showed that it conver...
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Published in | Communications in statistics. Theory and methods Vol. 45; no. 11; pp. 3236 - 3248 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Philadelphia
Taylor & Francis
02.06.2016
Taylor & Francis Ltd |
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Online Access | Get full text |
ISSN | 0361-0926 1532-415X |
DOI | 10.1080/03610926.2014.901368 |
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Abstract | We investigated the empirical likelihood inference approach under a general class of semiparametric hazards regression models with survival data subject to right-censoring. An empirical likelihood ratio for the full 2p regression parameters involved in the model is obtained. We showed that it converged weakly to a random variable which could be written as a weighted sum of 2p independent chi-squared variables with one degree of freedom. Using this, we could construct a confidence region for parameters. We also suggested an adjusted version for the preceding statistic, whose limit followed a standard chi-squared distribution with 2p degrees of freedom. |
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AbstractList | We investigated the empirical likelihood inference approach under a general class of semiparametric hazards regression models with survival data subject to right-censoring. An empirical likelihood ratio for the full 2p regression parameters involved in the model is obtained. We showed that it converged weakly to a random variable which could be written as a weighted sum of 2p independent chi-squared variables with one degree of freedom. Using this, we could construct a confidence region for parameters. We also suggested an adjusted version for the preceding statistic, whose limit followed a standard chi-squared distribution with 2p degrees of freedom. |
Author | Chen, Wei Wang, Dehui |
Author_xml | – sequence: 1 givenname: Wei surname: Chen fullname: Chen, Wei email: chenweixiyang@sina.com.cn organization: College of Mathematics, Jilin University – sequence: 2 givenname: Dehui surname: Wang fullname: Wang, Dehui organization: College of Mathematics, Jilin University |
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Cites_doi | 10.1142/9789812567765_0020 10.1007/978-1-4612-4348-9 10.1201/9781420036152 10.1093/biomet/88.3.687 10.1007/s10463-009-0223-7 10.1016/j.jmva.2010.03.016 10.1007/s11749-009-0159-5 10.1016/j.jmva.2005.09.007 10.1081/SAC-100001859 10.1214/aos/1176347494 10.1111/1467-9469.00320 10.1016/S0047-259X(02)00015-5 10.1016/0167-7152(94)00210-Y 10.1093/biomet/85.3.605 10.1080/01621459.1995.10476645 10.1111/j.2517-6161.1972.tb00899.x 10.1198/016214502753479446 10.1093/biomet/92.2.492 10.1016/j.spl.2011.01.008 |
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References | Lu X. (e_1_3_3_15_1) 2004; 24 e_1_3_3_18_1 Li G. (e_1_3_3_12_1) 2003; 13 e_1_3_3_17_1 Ying Z. (e_1_3_3_22_1) 1993 e_1_3_3_19_1 e_1_3_3_14_1 e_1_3_3_13_1 e_1_3_3_16_1 e_1_3_3_10_1 e_1_3_3_11_1 e_1_3_3_6_1 e_1_3_3_9_1 Hall P. (e_1_3_3_8_1) 1990 e_1_3_3_25_1 e_1_3_3_24_1 Fleming T.R. (e_1_3_3_7_1) 2011 e_1_3_3_26_1 e_1_3_3_3_1 e_1_3_3_2_1 e_1_3_3_20_1 e_1_3_3_5_1 Tsiatis A.A. (e_1_3_3_21_1) 1990 e_1_3_3_23_1 e_1_3_3_4_1 |
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SubjectTerms | Accelerated failure time model Chi-square test Confidence intervals Confidence region Degrees of freedom Economic models Empirical analysis Empirical likelihood ratio Estimating techniques Hazards Independent variables Inference Likelihood ratio Mathematical analysis Mathematical models Normal approximation Parameter estimation Parameters Primary: 62N02; Secondary: 62F25 Proportional hazards model Random variables Regression Regression models Right-censored data Semiparametric regression Statistical analysis Statistical tests Statistics |
Title | Empirical likelihood inference for a semiparametric hazards regression model |
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