Jackknife empirical likelihood for linear transformation models with right censoring

被引:4
作者
Yang, Hanfang [1 ]
Liu, Shen [2 ]
Zhao, Yichuan [3 ]
机构
[1] Renmin Univ China, Sch Stat, Beijing 100872, Peoples R China
[2] Guangxi Inst Educ Res, Nanning 530021, Guangxi, Peoples R China
[3] Georgia State Univ, Dept Math & Stat, Atlanta, GA 30303 USA
关键词
Linear transformation model; Empirical likelihood; Jackknife; Coverage probability; FAILURE TIME DATA; REGRESSION;
D O I
10.1007/s10463-015-0528-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
A class of linear transformation models with censored data was proposed as a generalization of Cox models in survival analysis. This paper develops inference procedure for regression parameters based on jackknife empirical likelihood approach. We can show that the limiting variance is not necessary to estimate and the Wilk's theorem can be obtained. The jackknife empirical likelihood method benefits from the simpleness in optimization using jackknife pseudo-value. In our simulation studies, the proposed method is compared with the traditional empirical likelihood and normal approximation methods in terms of coverage probability and computational cost.
引用
收藏
页码:1095 / 1109
页数:15
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