Miscellanea |
Empirical likelihood analysis of the rank estimator for the censored accelerated failure time model
Department of statistics, University of Kentucky, Lexington, Kentucky 40506 U.S.A mai{at}ms.uky.edu
We use the empirical likelihood method to derive a test and thus a confidence interval based on the rank estimators of the regression coefficient in the accelerated failure time model. Standard chi-squared distributions are used to calculate the p-value and to construct the confidence interval. Simulations and examples show that the chi-squared approximation to the distribution of the log empirical likelihood ratio performs well, and has some advantages over the existing methods.
Key Words: Gehan statistic; Survival data; Weighted log-rank statistic; Wilks theorem
Received May 2004. Revised October 2004.