Adjusted empirical likelihood inference for additive hazards regression |
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Authors: | Shanshan Wang Hengjian Cui |
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Affiliation: | 1. School of Economics and Management &2. Beijing Key Laboratory of Emergency Support Simulation Technologies for City Operations, Beihang University, Beijing, China;3. School of Mathematical Sciences &4. BCMIIS, Capital Normal University, Beijing, China |
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Abstract: | ABSTRACTThis article develops an adjusted empirical likelihood (EL) method for the additive hazards model. The adjusted EL ratio is shown to have a central chi-squared limiting distribution under the null hypothesis. We also evaluate its asymptotic distribution as a non central chi-squared distribution under the local alternatives of order n? 1/2, deriving the expression for the asymptotic power function. Simulation studies and a real example are conducted to evaluate the finite sample performance of the proposed method. Compared with the normal approximation-based method, the proposed method tends to have more larger empirical power and smaller confidence regions with comparable coverage probabilities. |
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Keywords: | Additive hazards model Adjusted empirical likelihood Chi-squared distribution Confidence region Coverage probability Power. |
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