Two-sample comparison problems are often encountered in practical projects and have widely been studied in literature. Owing to practical demands, the research for this topic under special settings such as a semiparametric framework have also attracted great attentions. Zhou and Liang (Biometrika 92:271–282, 2005) proposed an empirical likelihood-based semi-parametric inference for the comparison of treatment effects in a two-sample problem with censored data. However, their approach is actually a pseudo-empirical likelihood and the method may not be fully efficient. In this study, we develop a new empirical likelihood-based inference under more general framework by using the hazard formulation of censored data for two sample semi-parametric hybrid models. We demonstrate that our empirical likelihood statistic converges to a standard chi-squared distribution under the null hypothesis. We further illustrate the use of the proposed test by testing the ROC curve with censored data, among others. Numerical performance of the proposed method is also examined.
机构:
Beijing Normal Univ, Sch Math Sci, Dept Stat & Financial Math, Beijing 100875, Peoples R ChinaBeijing Normal Univ, Sch Math Sci, Dept Stat & Financial Math, Beijing 100875, Peoples R China
Wang ShanShan
Cui HengJian
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机构:
Capital Normal Univ, Sch Math Sci, Dept Stat, Beijing 100048, Peoples R ChinaBeijing Normal Univ, Sch Math Sci, Dept Stat & Financial Math, Beijing 100875, Peoples R China
Cui HengJian
Li RunZe
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机构:
Penn State Univ, Dept Stat, University Pk, PA 16802 USABeijing Normal Univ, Sch Math Sci, Dept Stat & Financial Math, Beijing 100875, Peoples R China
机构:
Department of Statistics and Financial Mathematics, School of Mathematical Sciences,Beijing Normal UniversityDepartment of Statistics and Financial Mathematics, School of Mathematical Sciences,Beijing Normal University
WANG ShanShan
CUI HengJian
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机构:
Department of Statistics, The Pennsylvania State University, University ParkDepartment of Statistics and Financial Mathematics, School of Mathematical Sciences,Beijing Normal University