EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
EMPIRICAL LIKELIHOOD FOR COX REGRESSION MODEL UNDER RANDOM CENSORSHIP
复制标题
DOI:
10.1081/sac-100001859
复制
发表时间:
2001-03
期刊:
影响因子:
--
通讯作者:
G. Qin;Bing-Yi Jing
中科院分区:
文献类型:
--
作者:
G. Qin;Bing-Yi Jing
In this paper we investigate the empirical likelihood method for Cox regression model when the failure times are subject to random censoring. An empirical likelihood ratio for the vector of regression coefficients is defined and it is shown that its limiting distribution is a chi-square distributions with p degrees of freedom. Some simulation studies are presented to compare the empirical likelihood method with the normal approximation method.