Adjusted empirical likelihood inference for additive hazards regression

作者：Wang, Shanshan; Hu, Tao^*; Cui, Hengjian

来源：Communications in Statistics - Theory and Methods, 2016, 45(24): 7294-7305.

DOI：10.1080/03610926.2014.978948

• Additive hazards model
• Adjusted empirical likelihood
• Chi-squared distribution
• Confidence region
• Coverage probability
• Power

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.

• 出版日期2016
• 单位首都师范大学; 北京航空航天大学