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Abstrakty
Recently, regression model for the long-term survival probabilities of patients was proposed, and a semiparametric inference procedure was developed based on missing information principle. In this paper, we propose an alternative empirical likelihood method. First, we define an estimated empirical likelihood ratio for the regression parameter. The limiting distribution of the empirical likelihood ratio is shown to have a weighted sum of i.i.d. χ21 ’s. We also define an adjusted empirical likelihood ratio for the regression parameter and the adjusted empirical likelihood ratio is shown to have a central chi-squared limiting distribution. Confidence regions for the vector of regression parameter are obtained accordingly. Furthermore, an extensive simulation study is conducted and it shows the proposed method has better coverage probability. Finally, we use a real data set to illustrate our proposed method.
Czasopismo
Rocznik
Tom
Strony
73--89
Opis fizyczny
Bibliogr. 36 poz., tab.
Twórcy
autor
- Department of Mathematics and Statistics, Georgia State University, 30 Pryor Street, Atlanta, GA 30303, USA
Bibliografia
- [1] M. N. Chang and G. Yang, Strong consistency of a nonparametric estimator of the survival function with doubly censored data, Ann. Statist. 15 (1987), pp. 1536-1547.
- [2] S. X. Chen, On the accuracy of empirical likelihood confidence regions for linear regression model, Ann. Inst. Statist. Math. 45 (1993), pp. 621-637.
- [3] S. X. Chen, Empirical likelihood confidence intervals for linear regression coefficients, J. Multivariate Anal. 49 (1994), pp. 24-40.
- [4] S. X. Chen and H. Cui, An extended empirical likelihood for generalized linear models, Statist. Sinica 13 (2003), pp. 69-81.
- [5] D. R. Cox, Regression models and life tables (with discussion), J. R. Stat. Soc. Ser. B 34 (1972), pp. 187-220.
- [6] B. Efron, Two sample problems with censored data, in: Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability, Vol. IV, Prentice-Hall, Englewood Cliffs, NJ, 1967, pp. 831-853.
- [7] J. H. Einmahl and I.W. McKeague, Confidence tubes for multiple quantile plots via empirical likelihood, Ann. Statist. 27 (1999), pp. 1348-1367.
- [8] N. Glenn and Y. Zhao, Weighted empirical likelihood estimates and their robustness properties, Comput. Statist. Data Anal. 51 (2007), pp. 5130-5141.
- [9] P. Groeneboom and J. A. Wellner, Information Bounds and Nonparametric Maximum Likelihood Estimation, Birkhäuser Verlag, Basel 1992.
- [10] P. Hall and B. La Scala, Methodology and algorithms of empirical likelihood, International Statistical Review 58 (1990), pp. 109-127.
- [11] M. Hollander, I. W. McKeague, and J. Yang, Likelihood ratio-based confidence bands for survival functions, J. Amer. Statist. Assoc. 92 (1997), pp. 215-226.
- [12] S. Jung, Regression analysis for long-term survival rate, Biometrika 83 (1996), pp. 227-232.
- [13] E. D. Kolaczyk, Empirical likelihood for generalized linear models, Statist. Sinica 4 (1994), pp. 199-218.
- [14] N. M. Laird, Missing information principle, Encycl. Statist. Sci. 5 (1985), pp. 548-552.
- [15] G. Li and I. Van Keilegom, Likelihood ratio confidence bands in nonparametric regression with censored data, Scand. J. Statist. 29 (2002), pp. 547-562.
- [16] I. W. McKeague and Y. Zhao, Simultaneous confidence bands for ratios of survival functions via empirical likelihood, Statist. Probab. Lett. 60 (2002), pp. 405-415.
- [17] I. W. McKeague and Y. Zhao, Comparing distribution functions via empirical likelihood, International Journal of Biostatistics 1 (1) (2005), article 5.
- [18] I. W. McKeague and Y. Zhao, Width-scaled confidence bands for survival functions, Statist. Probab. Lett. 76 (2006), pp. 327-339.
- [19] T. Orchard and M. A. Woodbury, A missing information principle: Theory and applications, in: Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Vol. I, Prentice-Hall, Englewood Cliffs, NJ, 1972, pp. 697-715.
- [20] A. B. Owen, Empirical likelihood ratio confidence intervals for a single functional, Biometrika 75 (1988), pp. 237-249.
- [21] A. B. Owen, Empirical likelihood and confidence regions, Ann. Statist. 18 (1990), pp. 90-120.
- [22] A. B. Owen, Empirical likelihood for linear models, Ann. Statist. 19 (1991), pp. 1725-1747.
- [23] J. Qin and B. Zhang, Empirical-likelihood-based inference in missing response problems and its application in observational studies, J. R. Stat. Soc. Ser. B 69 (2007), pp. 101-122.
- [24] J. N. K. Rao and A. J. Scott, The analysis of categorical data from complex sample surveys: chi-squared tests for goodness of fit and independence in two-way tables, J. Amer. Statist. Assoc. 76 (1981), pp. 221-230.
- [25] G. R. Shorack and J. A. Wellner, Empirical Processes with Applications to Statistics, Wiley, New York 1986.
- [26] W. Stute, L. Xue, and L. Zhu, Empirical likelihood inference in nonlinear errors-incovariables models with validation data, J. Amer. Statist. Assoc. 102 (2007), pp. 332-346.
- [27] S. Subramanian, Parameter estimation in regression for long-term survival rate from censored data, J. Statist. Plann. Inference 99 (2001), pp. 211-222.
- [28] S. Subramanian, Survival-rate regression using kernel conditional Kaplan-Meier estimators, J. Statist. Plann. Inference 123 (2004), pp. 187-205.
- [29] Q. H. Wang and B. Y. Jing, Empirical likelihood for a class of functionals of survival distribution with censored data, Ann. Inst. Statist. Math. 53 (2001), pp. 517-527.
- [30] Q. H. Wang and J. N. K. Rao, Empirical likelihood for linear regression models under imputation for missing responses, Canad. J. Statist. 29 (2001), pp. 597-608.
- [31] Q. H. Wang and J. N. K. Rao, Empirical likelihood-based inference in linear models with missing data, Scand. J. Statist. 29 (2002), pp. 563-576.
- [32] Y. Zhao, Regression analysis for long-term survival rate via empirical likelihood, J. Nonparametr. Stat. 17 (2005), pp. 995-1007.
- [33] Y. Zhao and F. Chen, Empirical likelihood inference for censored median regression model via nonparametric kernel estimation, J. Multivariate Anal. 99 (2008), pp. 215-231.
- [34] Y. Zhao and Y. S. Hsu, Semiparametric analysis for additive risk model via empirical likelihood, Comm. Statist. Simulation Comput. 34 (2005), pp. 135-143.
- [35] Y. Zhao and H. Wang, Empirical likelihood inference for the regression model of mean quality-adjusted lifetime with censored data, Canad. J. Statist. 36 (2008), pp. 463-478.
- [36] Y. Zhao and S. Yang, Empirical likelihood inference for censored median regression with weighted empirical hazard functions, Ann. Inst. Statist. Math. 60 (2008), pp. 441-457.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-43eda9f4-8637-440c-9f21-d7ffb8627ae7