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Statistica Sinica 22 (2012), 295-316

doi:http://dx.doi.org/10.5705/ss.2010.190





EMPIRICAL LIKELIHOOD ANALYSIS FOR THE

HETEROSCEDASTIC ACCELERATED FAILURE

TIME MODEL


Mai Zhou$^1$, Mi-Ok Kim$^2$, and Arne C. Bathke$^1$


$^1$University of Kentucky and $^2$Cincinnati Children's Medical Center


Abstract: We provide a general framework for the accelerated failure time (AFT) model that ties different data generating mechanisms, namely correlation and regression models, with different estimators that have been proposed for the AFT model. We develop empirical likelihood methods for inference that yield asymptotic chi-squared results by adequately reflecting the underlying data generating mechanisms in the construction of the likelihood. The results are also applicable to censored quantile regression, as illustrated in an example.



Key words and phrases: Censored quantile regression, correlation model, regression model, Wilks' theorem.

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