A unified semi-empirical likelihood ratio confidence interval for treatment effects in the two sample problem with length-biased data

作者：Li, Tao^*; Wu, Mengyun; Zhou, Yong

来源：Statistics and Its Interface, 2018, 11(3): 531-540.

DOI：10.4310/SII.2018.v11.n3.a14

• Empirical likelihood
• Estimating equation
• Treatment effect
• Censored data
• Length-biased

In two sample studies, the treatment effects that we are interested in may have different types, such as mean difference, the difference of probabilities, etc. In this work, we apply semi-parametric empirical likelihood principle to length biased data and derived a unified empirical likelihood ratio confidence interval for treatment effects. The empirical likelihood ratio is shown to be asymptotically distributed as chi-squared. Simulation studies show that the proposed confidence interval has a better performance compared with its counterpart which is based on normal approximation. The severe effect caused by ignoring the length bias is also illustrated by simulation. The proposed method is applied to Oscar data to study the effect of high socio-economic status on lifetime.

• 出版日期2018
• 单位中国科学院数学与系统科学研究院; 上海财经大学