Empirical likelihood inference for a semiparametric hazards regression model |
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Authors: | Wei Chen Dehui Wang |
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Affiliation: | 1. College of Mathematics, Jilin University, Changchun, Chinachenweixiyang@sina.com.cn;3. College of Mathematics, Jilin University, Changchun, China |
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Abstract: | ABSTRACTWe 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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Keywords: | Accelerated failure time model Confidence region Empirical likelihood ratio Normal approximation Proportional hazards model Right-censored data Semiparametric regression. |
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