Empirical likelihood method for linear transformation models
نویسندگان
چکیده
Empirical likelihood inferential procedure is proposed for right censored survival data under linear transformation models, which include the commonly used proportional hazards model as a special case. A log-empirical likelihood ratio test statistic for the regression coefficients is developed. We show that the proposed logempirical likelihood ratio test statistic converges to a standard chi-squared distribution. The result can be used tomake inference about the entire regression coefficients vector as well as any subset of it. The method is illustrated by extensive simulation studies and a real example.
منابع مشابه
Detection of Outliers and Influential Observations in Linear Ridge Measurement Error Models with Stochastic Linear Restrictions
The aim of this paper is to propose some diagnostic methods in linear ridge measurement error models with stochastic linear restrictions using the corrected likelihood. Based on the bias-corrected estimation of model parameters, diagnostic measures are developed to identify outlying and influential observations. In addition, we derive the corrected score test statistic for outliers detection ba...
متن کاملEmpirical likelihood for heteroscedastic partially linear models
AMS 2000 subject classifications: 62F35 62G20 Keywords: Double robustness Empirical likelihood Heteroscedasticity Kernel estimation Partially linear model Semiparametric efficiency a b s t r a c t We make empirical-likelihood-based inference for the parameters in heteroscedastic partially linear models. Unlike the existing empirical likelihood procedures for heteroscedastic partially linear mod...
متن کاملAnalysis of a Problem Using Various Visions
In this paper an applied problem, where the response of interest is the number of success in a specific experiment, is considered and by various visions is studied. The effects of outlier values of response on results of a regression analysis are so important to be studied. For this reason, using diagnostic methods, outlier response values are recognized. It is shown that use of arc-sine ...
متن کاملTwo-step generalised empirical likelihood inference for semiparametric models
This paper shows how generalised empirical likelihood can be used to obtain valid asymptotic inference for the nite dimensional component of semiparametric models de ned by a set of moment conditions. The results of the paper are illustrated using two well-known semiparametric regression models: the partially linear single index model and the linear transformation model with random censoring.
متن کاملIdentifying the change time of multivariate binomial processes for step changes and drifts
In this paper, a new control chart to monitor multi-binomial processes is first proposed based on a transformation method. Then, the maximum likelihood estimators of change points designed for both step changes and linear-trend disturbances are derived. At the end, the performances of the proposed change-point estimators are evaluated and are compared using some Monte Carlo simulation experimen...
متن کامل