The Empirical Likelihood Inference of a Regression Parameter in Censored Partial Linear Models Based on a Piecewise Polynomial

Guannan Wang, Zhizhong Wang and Ye Tian

Communications in Statistics - Theory and Methods, 2015, vol. 44, issue 12, 2431-2451

Abstract: This article aims at making an empirical likelihood inference of regression parameter in partial linear model when the response variable is right censored randomly. The present studies are mainly designed to use empirical likelihood (EL) method based on synthetic dependent data, and the result cannot be applied directly due to the unknown weights in it. In this paper, we introduce a censored empirical log-likelihood ratio and demonstrate that its limiting distribution is a standard chi-square distribution. The estimating procedure of β is developed based on piecewise polynomial method. As a result, the p-value of test and the confidence interval can be obtained without estimating other quantities. Some simulation studies are conducted to highlight the performance of the proposed EL method, and the results show a good performance. Finally, we apply our method into the real example of multiple myeloma data and show the proof of theorem.

Date: 2015
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DOI: 10.1080/03610926.2013.781647

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