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Confidence Interval for Change Point in Hazard Rate With Staggered Entry

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  • Dong-yun Kim
  • Yanhong Wu

Abstract

We consider the construction of a con?dence region (interval) for a change point in hazard rate of the patients survival distribution when the patients enter the trial at random times. We show that the local- likelihood ratio process converges weakly to a certain process and obtain the maximum distribution of the process which does not depend on the change point, and thus can be used to construct the confidence region for the change point. We also compare the limiting density function to the empirical density and discuss the empirical coverage probability of the confidence interval by simulation. Stanford Heart Transplant data are used for illustration.

Suggested Citation

  • Dong-yun Kim & Yanhong Wu, 2020. "Confidence Interval for Change Point in Hazard Rate With Staggered Entry," International Journal of Statistics and Probability, Canadian Center of Science and Education, vol. 9(6), pages 1-9, November.
    • Handle: RePEc:ibn:ijspjl:v:9:y:2020:i:6:p:9
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    References listed on IDEAS

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    1. Melody S. Goodman & Yi Li & Ram C. Tiwari, 2011. "Detecting multiple change points in piecewise constant hazard functions," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(11), pages 2523-2532, January.
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    JEL classification:

    • R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
    • Z0 - Other Special Topics - - General

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