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Generalized Likelihood Ratio Tests for Varying-Coefficient Models with Censored Data

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DOI: 10.4236/ojs.2011.11003    4,074 Downloads   8,226 Views   Citations

ABSTRACT

In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

R. Jiang and W. Qian, "Generalized Likelihood Ratio Tests for Varying-Coefficient Models with Censored Data," Open Journal of Statistics, Vol. 1 No. 1, 2011, pp. 19-23. doi: 10.4236/ojs.2011.11003.

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