Novel empirical likelihood inference for the mean difference with right-censored data

2021 ◽  
pp. 096228022110417
Author(s):  
Kangni Alemdjrodo ◽  
Yichuan Zhao

This paper focuses on comparing two means and finding a confidence interval for the difference of two means with right-censored data using the empirical likelihood method combined with the independent and identically distributed random functions representation. In the literature, some early researchers proposed empirical link-based confidence intervals for the mean difference based on right-censored data using the synthetic data approach. However, their empirical log-likelihood ratio statistic has a scaled chi-squared distribution. To avoid the estimation of the scale parameter in constructing confidence intervals, we propose an empirical likelihood method based on the independent and identically distributed representation of Kaplan–Meier weights involved in the empirical likelihood ratio. We obtain the standard chi-squared distribution. We also apply the adjusted empirical likelihood to improve coverage accuracy for small samples. In addition, we investigate a new empirical likelihood method, the mean empirical likelihood, within the framework of our study. The performances of all the empirical likelihood methods are compared via extensive simulations. The proposed empirical likelihood-based confidence interval has better coverage accuracy than those from existing methods. Finally, our findings are illustrated with a real data set.

2013 ◽  
Vol 2013 ◽  
pp. 1-8
Author(s):  
Sandra Vucane ◽  
Janis Valeinis ◽  
George Luta

For independent observations, recently, it has been proposed to construct the confidence intervals for the mean using exponential type inequalities. Although this method requires much weaker assumptions than those required by the classical methods, the resulting intervals are usually too large. Still in special cases, one can find some advantage of using bounded and unbounded Bernstein inequalities. In this paper, we discuss the applicability of this approach for dependent data. Moreover, we propose to use the empirical likelihood method both in the case of independent and dependent observations for inference regarding the mean. The advantage of empirical likelihood is its Bartlett correctability and a rather simple extension to the dependent case. Finally, we provide some simulation results comparing these methods with respect to their empirical coverage accuracy and average interval length. At the end, we apply the above described methods for the serial analysis of a gene expression (SAGE) data example.


2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Kai-Tai Fang ◽  
Gang Li ◽  
Xuyang Lu ◽  
Hong Qin

This paper develops a new empirical likelihood method for semiparametric linear regression with a completely unknown error distribution and right censored survival data. The method is based on the Buckley-James (1979) estimating equation. It inherits some appealing properties of the complete data empirical likelihood method. For example, it does not require variance estimation which is problematic for the Buckley-James estimator. We also extend our method to incorporate auxiliary information. We compare our method with the synthetic data empirical likelihood of Li and Wang (2003) using simulations. We also illustrate our method using Stanford heart transplantation data.


2013 ◽  
Vol 29 (5) ◽  
pp. 920-940 ◽  
Author(s):  
Ngai Hang Chan ◽  
Deyuan Li ◽  
Liang Peng ◽  
Rongmao Zhang

Relevant sample quantities such as the sample autocorrelation function and extremes contain useful information about autoregressive time series with heteroskedastic errors. As these quantities usually depend on the tail index of the underlying heteroskedastic time series, estimating the tail index becomes an important task. Since the tail index of such a model is determined by a moment equation, one can estimate the underlying tail index by solving the sample moment equation with the unknown parameters being replaced by their quasi-maximum likelihood estimates. To construct a confidence interval for the tail index, one needs to estimate the complicated asymptotic variance of the tail index estimator, however. In this paper the asymptotic normality of the tail index estimator is first derived, and a profile empirical likelihood method to construct a confidence interval for the tail index is then proposed. A simulation study shows that the proposed empirical likelihood method works better than the bootstrap method in terms of coverage accuracy, especially when the process is nearly nonstationary.


2014 ◽  
Vol 518 ◽  
pp. 356-360
Author(s):  
Chang Qing Liu

By using the empirical likelihood method, a testing method is proposed for longitudinal varying coefficient models. Some simulations and a real data analysis are undertaken to investigate the power of the empirical likelihood based testing method.


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