The Empirical Likelihood Goodness-of-Fit Test for a Regression Model with Randomly Censored Data

Abstract

The regression model with randomly censored data has been intensively investigated. In this article, we consider a goodness-of-fit test for this model. Empirical likelihood (EL) tests are constructed. The asymptotic distributions of the test statistic under null hypothesis and the local alternative hypothesis are given. Simulations are carried out to illustrate the methodology.

Keywords:

• Censored data
• χ²-distribution
• Empirical likelihood
• Regression model

Mathematics Subject Classification:

• Primary 62G05
• Secondary 62G20

Acknowledgments

This research is supported by the National Natural Science Foundation of China (10871013, 10871217); the Natural Science Foundation of Beijing (1102008); PHR (IHLB) and Research Fund of Chongqing Technology and Business University (20105609).