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Empirical Likelihood Inference for the Accelerated Failure Time Model via Kendall Estimating EquationLu, Yinghua 17 July 2010 (has links)
In this thesis, we study two methods for inference of parameters in the accelerated failure time model with right censoring data. One is the Wald-type method, which involves parameter estimation. The other one is empirical likelihood method, which is based on the asymptotic distribution of likelihood ratio. We employ a monotone censored data version of Kendall estimating equation, and construct confidence intervals from both methods. In the simulation studies, we compare the empirical likelihood (EL) and the Wald-type procedure in terms of coverage accuracy and average length of confidence intervals. It is concluded that the empirical likelihood method has a better performance. We also compare the EL for Kendall’s rank regression estimator with the EL for other well known estimators and find advantages of the EL for Kendall estimator for small size sample. Finally, a real clinical trial data is used for the purpose of illustration.
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