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Activity Number: 566
Type: Contributed
Date/Time: Thursday, August 6, 2009 : 8:30 AM to 10:20 AM
Sponsor: Section on Nonparametric Statistics
Abstract - #305374
Title: An Empirical Likelihood--Based Method for Comparison of Treatment Effects: Test of Equality of Coefficients in Linear Models
Author(s): Haiyan Su*+ and Hua Liang
Companies: University of Rochester and University of Rochester
Address: 601 Elmwood Ave, Box 630, Rochester, NY, 14642,
Keywords: Profiel empirical likelihood ; coverage probability ; projection ; Bartlett correction
Abstract:

To compare two treatment effects, which can be described as the difference of the parameters in two linear models, we propose an empirical likelihood-based method to make inference for the difference. Our method is free of the assumptions of normally distributed and homogeneous errors, and equal sample sizes. The empirical likelihood ratio for the difference of the parameters of interest is shown to be asymptotically Chi-squared. The Bartlett correction is applied to obtain the adjusted confidence interval. Simulation experiments illustrate that our method outperforms the published ones. Our method is used to analyze a data set from a drug study.


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