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Abstract Details

Activity Number: 63
Type: Topic Contributed
Date/Time: Sunday, July 29, 2012 : 4:00 PM to 5:50 AM
Sponsor: ENAR
Abstract - #304032
Title: Jackknife Empirical Likelihood for the Accelerated Failure Time Model with Censored Data
Author(s): Yichuan Zhao*+ and Maxime Bouadoumou
Companies: Georgia State University and GSU
Address: Department of Mathematics and Statistics, Atlanta, GA, , USA
Keywords: Confidence interval ; Coverage probability ; U-statistics ; Right-censoring

Kendall and Gehan estimating functions are used to estimate the regression parameter in accelerated failure time (AFT) models with censored observations. The accelerated failure time model is the preferred survival analysis method because it maintains a consistent association between the covariate and the survival time. The jackknife empirical likelihood method is used because it overcomes computation difficulty by circumventing the construction of the nonlinear constraint. U-statistic approach is used to construct the confidence intervals for the regression parameter. We conduct a simulation study to compare the Wald-type procedure, the empirical likelihood, and the jackknife empirical likelihood in terms of coverage probability and average length of confidence intervals. Jackknife empirical likelihood method has a better performance and overcomes the under-coverage problem of the Wald-type method. A real data is also used to illustrate the proposed methods.

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