The Annals of Statistics

Weighted empirical likelihood in some two-sample semiparametric models with various types of censored data

Jian-Jian Ren

Full-text: Open access

Abstract

In this article, the weighted empirical likelihood is applied to a general setting of two-sample semiparametric models, which includes biased sampling models and case-control logistic regression models as special cases. For various types of censored data, such as right censored data, doubly censored data, interval censored data and partly interval-censored data, the weighted empirical likelihood-based semiparametric maximum likelihood estimator (θ̃n, n) for the underlying parameter θ0 and distribution F0 is derived, and the strong consistency of (θ̃n, n) and the asymptotic normality of θ̃n are established. Under biased sampling models, the weighted empirical log-likelihood ratio is shown to have an asymptotic scaled chi-squared distribution for censored data aforementioned. For right censored data, doubly censored data and partly interval-censored data, it is shown that $\sqrt{n}(\tilde{F}_{n}-F_{0})$ weakly converges to a centered Gaussian process, which leads to a consistent goodness-of-fit test for the case-control logistic regression models.

Article information

Source
Ann. Statist. Volume 36, Number 1 (2008), 147-166.

Dates
First available in Project Euclid: 1 February 2008

Permanent link to this document
http://projecteuclid.org/euclid.aos/1201877297

Digital Object Identifier
doi:10.1214/009053607000000695

Mathematical Reviews number (MathSciNet)
MR2387967

Zentralblatt MATH identifier
1132.62083

Subjects
Primary: 62N02: Estimation 62N03: Testing 62N01: Censored data models

Keywords
Biased sampling bootstrap case-control data doubly censored data empirical likelihood Kolmogorov–Smirnov statistic interval censored data likelihood ratio logistic regression maximum likelihood estimator partly interval-censored data right censored data

Citation

Ren, Jian-Jian. Weighted empirical likelihood in some two-sample semiparametric models with various types of censored data. Ann. Statist. 36 (2008), no. 1, 147--166. doi:10.1214/009053607000000695. http://projecteuclid.org/euclid.aos/1201877297.


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