Statistical Diagnostic for Partially Linear Varying Coefficient Model with Random Right Censorship Based on Empirical Likelihood Method

Article Sidebar

PDF
Cite as:
Wang Shuling, Liao Daqing, Liu Man, Statistical Diagnostic for Partially Linear Varying Coefficient Model with Random Right Censorship Based on Empirical Likelihood Method, Int. J. Anal. Appl., 3 (1) (2013), 25-34.

Main Article Content

Wang Shuling, Liao Daqing, Liu Man

Abstract

In this paper, the empirical likelihood method to study the statistical diagnostic for partially linear varying coefficient model with random right censorship. First the primary model is transformed to patially linear varying coefficient model; then the parameter estimation equation based on the experience of application of likelihood methods to estimate. Experience based on the deletion model proposed experience like natural Cook distance, likelihood distance, then find outliers and strong influence point; At last, an example is given to illustrate our results.

Article Details

References

  1. R,D.Cook and S.Weisberg.,Residuals and Influence in Regression. New York:Chapman and Hall, 1982.
  2. Wei Bocheng, Lu Guobin，Shi Jianqing., Statistical Diagnostics. Nanjing：Publishing House of Southeast University, 1990.
  3. Cai Z,Fan J,Li R.Efficient Estimation and Inferences for Varying-coefficient Models[J].Journal of American Statistical Association, 2000, 95(451): 888-902.
  4. Fan J,Zhang W.Statistical Methods with Varying Coefficient Models[J]. Statistics and Its Interface, 2008, 1(1): 179-195.
  5. Thomas,D.R.and Grunkemeier,G.L.,Confidence Interval Estimation of Survival Interval Estimation of Survival Probabilities for Censored Data.Journal of the American Ststistical Association. 1975: 865-871.
  6. Owen A.,Empirical Likelihood.New York:Chapman and Hall,2001.
  7. Zhu H T,Ibrahim J G,Tang N S,et al,Diagnostic Measures for Empirical Likelihood of Generalized Estimating Equations,Biometrika, 2008, 99:489-507.
  8. Liugen Xue,Lixing Zhu.,Empirical Likelihood in Nonparametric and Semiparametric Models.Beijing.Science Press. 2010.
  9. Wang Qihua.,Analysis of Survival Data. Beijing：Science Press, 2006
  10. Fan J Q,Huang T.Profile likelihood inferences on semiparametric varying-coefficient partially linear models[J].Bernoulli, 2005, 1:1031-1057.
  11. Qin J,Lawless J.,Empirical Likelihood and General Estimating Equations.Ann.Statist., 1994, 22:300-325.
  12. Eubank R L.,Diagnostics for Smoothing Spline.J.R.Statist.Soc. (Series B), 1985(47): 322-341.
  13. Wang,Q. & Jing,B.Empirical Likelihood for Partial Linear Model with Fixed Designs. Statist. Probab. Lett. 1999, no.41: 425-433.