Empirical likelihood inference for censored median regression model via nonparametric kernel estimation

JOURNAL OF MULTIVARIATE ANALYSIS

卷:99

Article

Zhao, Yichuan¹  Chen, Feiming² 

[1] Georgia State Univ, Dept Math & Stat, Atlanta, GA 30303 USA

[2] Spectra Mkt Syst, Chicago, IL 60661 USA

关键词: Confidence regions;    Conditional Nelson-Aalen estimator;    Coverage probability;    Least absolute deviations;    Right censoring;   

DOI  :  10.1016/j.jmva.2007.05.002

来源: Elsevier

【 摘 要 】

An alternative to the accelerated failure time model is to regress the median of the failure time on the covariates. In the recent years, censored median regression models have been shown to be useful for analyzing a variety of censored survival data with the robustness property. Based on missing information principle, a semiparametric inference procedure for regression parameter has been developed when censoring variable depends on continuous covariate. In order to improve the low coverage accuracy of such procedure, we apply an empirical likelihood ratio method (EL) to the model and derive the limiting distributions of the estimated and adjusted empirical likelihood ratios for the vector of regression parameter. Two kinds of EL confidence regions for the unknown vector of regression parameters are obtained accordingly. We conduct an extensive simulation study to compare the performance of the proposed methods with that normal approximation based method. The simulation results suggest that the EL methods outperform the normal approximation based method in terms of coverage probability. Finally, we make some discussions about our methods. (C) 2007 Elsevier Inc. All rights reserved.

【 授权许可】

Free