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Empirical likelihood inference for the regression model of mean quality‐adjusted lifetime with censored data
Author(s) -
Zhao Yichuan,
Wang Hongkun
Publication year - 2008
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.1002/cjs.5550360309
Subject(s) - empirical likelihood , statistics , mathematics , censoring (clinical trials) , regression analysis , likelihood ratio test , inference , econometrics , confidence interval , likelihood principle , likelihood function , maximum likelihood , computer science , artificial intelligence , quasi maximum likelihood
The authors consider the empirical likelihood method for the regression model of mean quality‐adjusted lifetime with right censoring. They show that an empirical log‐likelihood ratio for the vector of the regression parameters is asymptotically a weighted sum of independent chi‐squared random variables. They adjust this empirical log‐likelihood ratio so that the limiting distribution is a standard chi‐square and construct corresponding confidence regions. Simulation studies lead them to conclude that empirical likelihood methods outperform the normal approximation methods in terms of coverage probability. They illustrate their methods with a data example from a breast cancer clinical trial study.