Empirical likelihood analysis for the heteroscedastic accelerated failure time model
نویسندگان
چکیده
منابع مشابه
Empirical Likelihood Analysis for the Heteroscedastic Accelerated Failure Time Model
In this manuscript, we discuss the distinction of two types of data generating scheme for the accelerated failure time model. We identify two different empirical likelihood formulations under random right censoring, case-wise and residual-wise, each reflecting the relevant features of the stochastic model assumed to have generated the data. We specifically propose the case-wise empirical likeli...
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Accelerated failure time (AFT) models are useful regression tools to study the association between a survival time and covariates. Semiparametric inference procedures have been proposed in an extensive literature. Among them, Fygenson and Ritov (1994) proposed an estimating equation which is monotone in the regression parameter and has some excellent properties. However, there exists a serious ...
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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 empir...
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ژورنال
عنوان ژورنال: Statistica Sinica
سال: 2012
ISSN: 1017-0405
DOI: 10.5705/ss.2010.190