Empirical Likelihood Semiparametric Regression Analysis under Random Censorship |
| |
Authors: | Qi-Hua Wang Gang Li |
| |
Affiliation: | a The Academy of Mathematics and System Science, Chinese Academy of Science, Beijing, China;b University of California |
| |
Abstract: | This paper considers large sample inference for the regression parameter in a partly linear model for right censored data. We introduce an estimated empirical likelihood for the regression parameter and show that its limiting distribution is a mixture of central chi-squared distributions. A Monte Carlo method is proposed to approximate the limiting distribution. This enables one to make empirical likelihood-based inference for the regression parameter. We also develop an adjusted empirical likelihood method which only appeals to standard chi-square tables. Finite sample performance of the proposed methods is illustrated in a simulation study. |
| |
Keywords: | empirical likelihood partly linear model product-limit estimator random censorship |
本文献已被 ScienceDirect 等数据库收录! |