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Activity Number:
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243
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Type:
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Invited
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Date/Time:
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Tuesday, August 4, 2009 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #302753 |
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Title:
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Empirical Likelihood Confidence Intervals for the Ratio and Difference of Two Hazard Functions
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Author(s):
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Yichuan Zhao*+ and Meng Zhao
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Companies:
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Georgia State University and Georgia State University
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Address:
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Department of Mathematics and Statistics, Atlanta, GA, 30303,
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Keywords:
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Right censored data ; Hazard function ; Kernel smoothing ; Smoothed empirical likelihood
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Abstract:
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In biomedical research and lifetime data analysis, the comparison of two hazard functions usually plays an important role. In this talk, we consider the standard two-sample framework under right censoring. We construct useful confidence intervals for the ratio and difference of two hazard functions using smoothed empirical likelihood (EL) method. The empirical log-likelihood ratio is derived and its asymptotic distribution is a chi-squared distribution. Simulation studies show that the proposed EL confidence intervals have better performance in terms of coverage accuracy and average length of confidence intervals than the traditional normal approximation method. Finally, our methods are illustrated with clinical trial data. It is concluded that the proposed EL methods provide better inference results.
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