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Empirical likelihood method for linear transformation models. (English) Zbl 1432.62135

Summary: 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 logempirical 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.

MSC:

62G10 Nonparametric hypothesis testing
62G20 Asymptotic properties of nonparametric inference
62N01 Censored data models
62N05 Reliability and life testing

Software:

SAS; SAS/STAT; emplik
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Full Text: DOI

References:

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