Advances and Applications in Statistics
Volume 5, Issue 2, Pages 145 - 157
(August 2005)
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INFERENCE FOR THE MIXED DISCRETE AND CONTINUOUS COX REGRESSION MODEL VIA EMPIRICAL LIKELIHOOD
Yichuan Zhao (U. S. A.) and Zhiheng Xu (U. S. A.)
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Abstract: Cox?s proportional hazards model has so far been the most popular model for the regression analysis of censored survival data. By retaining the multiplicative hazard rate form of the absolutely continuous model the Cox regression model has also been extended to mixed discrete-continuous Cox regression model.
In this paper we apply empirical likelihood ratio method to the mixed discrete and continuous Cox regression model with right-censoring and derive its limiting distribution. Based on the result we construct a confidence region for the regression parameter. Simulation studies are conducted to evaluate the performance of the proposed empirical likelihood method under different circumstances. |
Keywords and phrases: counting process, martingale, regression, right censoring. |
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