Application of the Empirical Likelihood Method in Proportional Hazards Model

Application of the Empirical Likelihood Method in Proportional Hazards Model PDF Author: Bin He
Publisher:
ISBN:
Category : Proportional hazards models
Languages : en
Pages : 71

Get Book Here

Book Description
Key words: Bootstrap, confidence interval, Cox model, doubly censored data, empirical likelihood function, goodness-of-fit test, maximum likelihood, partly interval-censored data, proportional hazards model, right censored data, survival analysis.

Application of the Empirical Likelihood Method in Proportional Hazards Model

Application of the Empirical Likelihood Method in Proportional Hazards Model PDF Author: Bin He
Publisher:
ISBN:
Category : Proportional hazards models
Languages : en
Pages : 71

Get Book Here

Book Description
Key words: Bootstrap, confidence interval, Cox model, doubly censored data, empirical likelihood function, goodness-of-fit test, maximum likelihood, partly interval-censored data, proportional hazards model, right censored data, survival analysis.

Empirical Likelihood Method in Survival Analysis

Empirical Likelihood Method in Survival Analysis PDF Author: Mai Zhou
Publisher: CRC Press
ISBN: 1466554932
Category : Mathematics
Languages : en
Pages : 221

Get Book Here

Book Description
Empirical Likelihood Method in Survival Analysis explains how to use the empirical likelihood method for right censored survival data. The author uses R for calculating empirical likelihood and includes many worked out examples with the associated R code. The datasets and code are available for download on his website and CRAN. The book focuses on all the standard survival analysis topics treated with empirical likelihood, including hazard functions, cumulative distribution functions, analysis of the Cox model, and computation of empirical likelihood for censored data. It also covers semi-parametric accelerated failure time models, the optimality of confidence regions derived from empirical likelihood or plug-in empirical likelihood ratio tests, and several empirical likelihood confidence band results. While survival analysis is a classic area of statistical study, the empirical likelihood methodology has only recently been developed. Until now, just one book was available on empirical likelihood and most statistical software did not include empirical likelihood procedures. Addressing this shortfall, this book provides the functions to calculate the empirical likelihood ratio in survival analysis as well as functions related to the empirical likelihood analysis of the Cox regression model and other hazard regression models.

Inference for Cox's Regression Model Via a New Version of Empirical Likelihood

Inference for Cox's Regression Model Via a New Version of Empirical Likelihood PDF Author: Ali Jinnah
Publisher:
ISBN:
Category : Mortality
Languages : en
Pages :

Get Book Here

Book Description
Cox Proportional Hazard Model is one of the most popular tools used in the study of Survival Analysis. Empirical Likelihood (EL) method has been used to study the Cox Proportional Hazard Model. In recent work by Qin and Jing (2001), empirical likelihood based confidence region is constructed with the assumption that the baseline hazard function is known. However, in Cox's regression model the baseline hazard function is unspecified. In this thesis, we re-formulate empirical likelihood for the vector of regression parameters by estimating the baseline hazard function. The EL confidence regions are obtained accordingly. In addition, Adjusted Empirical Likelihood (AEL) method is proposed. Furthermore, we conduct extensive simulation studies to evaluate the performance of the proposed empirical likelihood methods in terms of coverage probabilities by comparing with the Normal Approximation based method. The simulation studies show that all the three methods produce similar coverage probabilities.

Empirical Likelihood

Empirical Likelihood PDF Author: Art B. Owen
Publisher: CRC Press
ISBN: 1420036157
Category : Mathematics
Languages : en
Pages : 322

Get Book Here

Book Description
Empirical likelihood provides inferences whose validity does not depend on specifying a parametric model for the data. Because it uses a likelihood, the method has certain inherent advantages over resampling methods: it uses the data to determine the shape of the confidence regions, and it makes it easy to combined data from multiple sources. It al

Contemporary Multivariate Analysis and Design of Experiments

Contemporary Multivariate Analysis and Design of Experiments PDF Author: Kaitai Fang
Publisher: World Scientific
ISBN: 9812567763
Category : Mathematics
Languages : en
Pages : 470

Get Book Here

Book Description
Index. Subject index -- Author index

Parametric and Semiparametric Models with Applications to Reliability, Survival Analysis, and Quality of Life

Parametric and Semiparametric Models with Applications to Reliability, Survival Analysis, and Quality of Life PDF Author: M.S. Nikulin
Publisher: Springer Science & Business Media
ISBN: 0817682066
Category : Mathematics
Languages : en
Pages : 566

Get Book Here

Book Description
Parametric and semiparametric models are tools with a wide range of applications to reliability, survival analysis, and quality of life. This self-contained volume examines these tools in survey articles written by experts currently working on the development and evaluation of models and methods. While a number of chapters deal with general theory, several explore more specific connections and recent results in "real-world" reliability theory, survival analysis, and related fields. Specific topics covered include: * cancer prognosis using survival forests * short-term health problems related to air pollution: analysis using semiparametric generalized additive models * semiparametric models in the studies of aging and longevity This book will be of use as a reference text for general statisticians, theoreticians, graduate students, reliability engineers, health researchers, and biostatisticians working in applied probability and statistics.

Proportional Hazards Regression

Proportional Hazards Regression PDF Author: John O'Quigley
Publisher: Springer Science & Business Media
ISBN: 0387686398
Category : Medical
Languages : en
Pages : 549

Get Book Here

Book Description
The place in survival analysis now occupied by proportional hazards models and their generalizations is so large that it is no longer conceivable to offer a course on the subject without devoting at least half of the content to this topic alone. This book focuses on the theory and applications of a very broad class of models – proportional hazards and non-proportional hazards models, the former being viewed as a special case of the latter – which underlie modern survival analysis. Researchers and students alike will find that this text differs from most recent works in that it is mostly concerned with methodological issues rather than the analysis itself.

Penalized Empirical Likelihood Based Variable Selection

Penalized Empirical Likelihood Based Variable Selection PDF Author: Tharshanna Nadarajah
Publisher:
ISBN:
Category : Linear models (Statistics)
Languages : en
Pages : 194

Get Book Here

Book Description


Empirical Likelihood and Extremes

Empirical Likelihood and Extremes PDF Author: Yun Gong
Publisher:
ISBN:
Category : Bootstrap (Statistics)
Languages : en
Pages :

Get Book Here

Book Description
In 1988, Owen introduced empirical likelihood as a nonparametric method for constructing confidence intervals and regions. Since then, empirical likelihood has been studied extensively in the literature due to its generality and effectiveness. It is well known that empirical likelihood has several attractive advantages comparing to its competitors such as bootstrap: determining the shape of confidence regions automatically using only the data; straightforwardly incorporating side information expressed through constraints; being Bartlett correctable. The main part of this thesis extends the empirical likelihood method to several interesting and important statistical inference situations. This thesis has four components. The first component (Chapter II) proposes a smoothed jackknife empirical likelihood method to construct confidence intervals for the receiver operating characteristic (ROC) curve in order to overcome the computational difficulty when we have nonlinear constrains in the maximization problem. The second component (Chapter III and IV) proposes smoothed empirical likelihood methods to obtain interval estimation for the conditional Value-at-Risk with the volatility model being an ARCH/GARCH model and a nonparametric regression respectively, which have applications in financial risk management. The third component(Chapter V) derives the empirical likelihood for the intermediate quantiles, which plays an important role in the statistics of extremes. Finally, the fourth component (Chapter VI and VII) presents two additional results: in Chapter VI, we present an interesting result by showing that, when the third moment is infinity, we may prefer the Student's t-statistic to the sample mean standardized by the true standard deviation; in Chapter VII, we present a method for testing a subset of parameters for a given parametric model of stationary processes.

Likelihood Methods in Survival Analysis

Likelihood Methods in Survival Analysis PDF Author: Jun Ma
Publisher: CRC Press
ISBN: 1351109707
Category : Mathematics
Languages : en
Pages : 401

Get Book Here

Book Description
Many conventional survival analysis methods, such as the Kaplan-Meier method for survival function estimation and the partial likelihood method for Cox model regression coefficients estimation, were developed under the assumption that survival times are subject to right censoring only. However, in practice, survival time observations may include interval-censored data, especially when the exact time of the event of interest cannot be observed. When interval-censored observations are present in a survival dataset, one generally needs to consider likelihood-based methods for inference. If the survival model under consideration is fully parametric, then likelihood-based methods impose neither theoretical nor computational challenges. However, if the model is semi-parametric, there will be difficulties in both theoretical and computational aspects. Likelihood Methods in Survival Analysis: With R Examples explores these challenges and provides practical solutions. It not only covers conventional Cox models where survival times are subject to interval censoring, but also extends to more complicated models, such as stratified Cox models, extended Cox models where time-varying covariates are present, mixture cure Cox models, and Cox models with dependent right censoring. The book also discusses non-Cox models, particularly the additive hazards model and parametric log-linear models for bivariate survival times where there is dependence among competing outcomes. Features Provides a broad and accessible overview of likelihood methods in survival analysis Covers a wide range of data types and models, from the semi-parametric Cox model with interval censoring through to parametric survival models for competing risks Includes many examples using real data to illustrate the methods Includes integrated R code for implementation of the methods Supplemented by a GitHub repository with datasets and R code The book will make an ideal reference for researchers and graduate students of biostatistics, statistics, and data science, whose interest in survival analysis extend beyond applications. It offers useful and solid training to those who wish to enhance their knowledge in the methodology and computational aspects of biostatistics.