Empirical likelihood analysis of the rank estimator for the censored accelerated failure time model

• 成果类型: Article
• 署名作者: Zhou, M
• 署名单位: University of Kentucky
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/92.2.492
• 发表日期: 2005
• 页码: 492498
• 关键词: LINEAR-REGRESSION; survival probabilities; ratio; tests; inference

摘要

We use the empirical likelihood method to derive a test and thus a confidence interval based on the rank estimators of the regression coefficient in the accelerated failure time model. Standard chi-squared distributions are used to calculate the p-value and to construct the confidence interval. Simulations and examples show that the chi-squared approximation to the distribution of the log empirical likelihood ratio performs well, and has some advantages over the existing methods.