Empirical Likelihood Semiparametric Regression Analysis under Random Censorship

Qi-Hua Wang and Gang Li

Journal of Multivariate Analysis, 2002, vol. 83, issue 2, 469-486

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 (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (15)

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