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Empirical likelihood method for linear transformation models

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Abstract

Empirical likelihood inferential procedure is proposed for right censored survival data under linear transformation models, which include the commonly used proportional hazards model as a special case. A log-empirical likelihood ratio test statistic for the regression coefficients is developed. We show that the proposed log-empirical likelihood ratio test statistic converges to a standard chi-squared distribution. The result can be used to make inference about the entire regression coefficients vector as well as any subset of it. The method is illustrated by extensive simulation studies and a real example.

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Authors and Affiliations

  1. Department of Statistics, Fudan University, 220 Handanlu, 200433, Shanghai, China

    Wen Yu & Ming Zheng

  2. Department of Statistics, Stanford University, Sequioa Hall, 390 Serra Mall, Stanford, CA, 94305-4065, USA

    Yunting Sun

Authors
  1. Wen Yu
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  2. Yunting Sun
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  3. Ming Zheng
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Correspondence to Wen Yu.

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Yu, W., Sun, Y. & Zheng, M. Empirical likelihood method for linear transformation models. Ann Inst Stat Math 63, 331–346 (2011). https://doi.org/10.1007/s10463-009-0223-7

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  • DOI: https://doi.org/10.1007/s10463-009-0223-7

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