Empirical Likelihood Semiparametric Regression Analysis under Random Censorship

✍ Scribed by Qi-Hua Wang; Gang Li

• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 133 KB
• Volume: 83
• Category: Article
• ISSN: 0047-259X
• DOI: 10.1006/jmva.2001.2060

✦ Synopsis

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.