Empirical Likelihood Method for General Additive-Multiplicative Hazard Models

Abstract

An empirical likelihood-based inferential procedure is developed for a class of general additive-multiplicative hazard models. The proposed log-empirical likelihood ratio test statistic for the parameter vector is shown to have a chi-squared limiting distribution. The result can be used to make inference about the entire parameter vector as well as any linear combination of it. The asymptotic power of the proposed test statistic under contiguous alternatives is discussed. The method is illustrated by extensive simulation studies and a real example.

Keywords:

• Additive-multiplicative hazard
• Chi-squared distribution
• Contiguous alternative
• Counting process
• Empirical likelihood
• Likelihood ratio test
• Right-censored data

Mathematics Subject Classification:

• Primary 62N01
• Secondary 62G10

Acknowledgments

The author would like to thank the referee for the helpful comments and suggestions which improved the original version of the manuscript. The research was supported in part by NSFC Grant 10971033 and Shanghai Leading Academic Discipline Project, project number: B210.