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Adjusted empirical likelihood for right censored lifetime data

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  • Jiayin Zheng
  • Junshan Shen
  • Shuyuan He

Abstract

Adjusted empirical likelihood (AEL) is a method to improve the performance of the empirical likelihood (EL) particularly in the construction of the confidence interval based on completely observed data. In this paper, we extend AEL approach to the analysis of right censored data by adopting an influence function method. The main results include that the adjusted log-likelihood ratio is asymptotically Chi-squared distributed. Simulation results indicate that the proposed AEL-based confidence intervals perform better compared with normality-based or EL-based confidence intervals specifically for small sample size within the right-censoring setting. The proposed method is illustrated by analysis of survival time of patients after operation for spinal tumors. Copyright Springer-Verlag Berlin Heidelberg 2014

Suggested Citation

  • Jiayin Zheng & Junshan Shen & Shuyuan He, 2014. "Adjusted empirical likelihood for right censored lifetime data," Statistical Papers, Springer, vol. 55(3), pages 827-839, August.
    • Handle: RePEc:spr:stpapr:v:55:y:2014:i:3:p:827-839
    DOI: 10.1007/s00362-013-0529-7
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    References listed on IDEAS

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    3. Qin, Gengsheng & Zhao, Yichuan, 2007. "Empirical likelihood inference for the mean residual life under random censorship," Statistics & Probability Letters, Elsevier, vol. 77(5), pages 549-557, March.
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    5. Junshan Shen & Wei Liang & Shuyuan He, 2012. "Likelihood ratio inference for mean residual life," Statistical Papers, Springer, vol. 53(2), pages 401-408, May.
    6. Chen, Song Xi & Cui, Hengjian, 2007. "On the second-order properties of empirical likelihood with moment restrictions," Journal of Econometrics, Elsevier, vol. 141(2), pages 492-516, December.
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    Cited by:

    1. Yu Shen & Han-Ying Liang, 2018. "Quantile regression and its empirical likelihood with missing response at random," Statistical Papers, Springer, vol. 59(2), pages 685-707, June.

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