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Empirical Likelihood Inference for the Accelerated Failure Time Model via Kendall Estimating Equation

Lu, Yinghua
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Abstract

In this thesis, we study two methods for inference of parameters in the accelerated failure time model with right censoring data. One is the Wald-type method, which involves parameter estimation. The other one is empirical likelihood method, which is based on the asymptotic distribution of likelihood ratio. We employ a monotone censored data version of Kendall estimating equation, and construct confidence intervals from both methods. In the simulation studies, we compare the empirical likelihood (EL) and the Wald-type procedure in terms of coverage accuracy and average length of confidence intervals. It is concluded that the empirical likelihood method has a better performance. We also compare the EL for Kendall’s rank regression estimator with the EL for other well known estimators and find advantages of the EL for Kendall estimator for small size sample. Finally, a real clinical trial data is used for the purpose of illustration.

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Date
2010-07-17
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Research Projects
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Keywords
Confidence interval, Coverage probability, Average length, U-statistic, Empirical likelihood, Kendall’s rank regression, Censored data
Citation
Lu, Yinghua. "Empirical Likelihood Inference for the Accelerated Failure Time Model via Kendall Estimating Equation." 2010. Thesis, Georgia State University. https://doi.org/10.57709/1059732
Embargo Lift Date
2012-01-26
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