Zhou Yong, Liang Hua
Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing, 100080, China,
Biometrika. 2005 Jun 1;92(2):271-282. doi: 10.1093/biomet/92.2.271.
To compare two samples of censored data, we propose a unified semiparametric inference for the parameter of interest when the model for one sample is parametric and that for the other is nonparametric. The parameter of interest may represent, for example, a comparison of means, or survival probabilities. The confidence interval derived from the semiparametric inference, which is based on the empirical likelihood principle, improves its counterpart constructed from the common estimating equation. The empirical likelihood ratio is shown to be asymptotically chi-squared. Simulation experiments illustrate that the method based on the empirical likelihood substantially outperforms the method based on the estimating equation. A real dataset is analysed.
为了比较两个删失数据样本，当一个样本的模型是参数模型而另一个是非参数模型时，我们针对感兴趣的参数提出了一种统一的半参数推断方法。感兴趣的参数例如可以表示均值比较或生存概率。基于经验似然原理从半参数推断得出的置信区间，相比由常用估计方程构建的置信区间有所改进。经验似然比被证明渐近服从卡方分布。模拟实验表明，基于经验似然的方法显著优于基于估计方程的方法。我们分析了一个真实数据集。
