Adjusted empirical likelihood inference for additive hazards regression

Shanshan Wang, Tao Hu and Hengjian Cui

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 24, 7294-7305

Abstract: This article develops an adjusted empirical likelihood (EL) method for the additive hazards model. The adjusted EL ratio is shown to have a central chi-squared limiting distribution under the null hypothesis. We also evaluate its asymptotic distribution as a non central chi-squared distribution under the local alternatives of order n− 1/2, deriving the expression for the asymptotic power function. Simulation studies and a real example are conducted to evaluate the finite sample performance of the proposed method. Compared with the normal approximation-based method, the proposed method tends to have more larger empirical power and smaller confidence regions with comparable coverage probabilities.

Date: 2016
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DOI: 10.1080/03610926.2014.978948

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