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 inCommunications in statistics. Theory and methods Vol. 45; no. 11; pp. 3236 - 3248
Main Authors Chen, Wei, Wang, Dehui
Format Journal Article
LanguageEnglish
Published Philadelphia Taylor & Francis 02.06.2016
Taylor & Francis Ltd
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ISSN0361-0926
1532-415X
DOI10.1080/03610926.2014.901368

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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.
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
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2016 Taylor & Francis Group, LLC
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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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