Jackknife Empirical Likelihood for the Accelerated Failure Time Model with Censored Data

• Activity Number: 63
• Type: Topic Contributed
• Date/Time: Sunday, July 29, 2012 : 4:00 PM to 5:50 AM
• Sponsor: ENAR
• Author(s): Yichuan Zhao*+ and Maxime Bouadoumou
• Companies: Georgia State University and GSU
• Keywords: Confidence interval ; Coverage probability ; U-statistics ; Right-censoring

Abstract

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.