RankRegTestH {emplik}R Documentation

Test the AFT model, Rank Regression estimator by (Hazard)Empirical Likelihood


Use the empirical likelihood ratio and Wilks theorem to test if the regression coefficient is equal to beta, based on the rank estimator/estimating equation of the AFT model.

The log empirical likelihood been maximized is the hazard empirical likelihood.


RankRegTestH(y, d, x, beta, type="Gehan")



a vector of length N, containing the censored responses.


a vector (length N) of either 1's or 0's. d=1 means y is uncensored; d=0 means y is right censored.


a matrix of size N by q.


a vector of length q. the value of the regression coefficient to be tested in the model y_i = \beta x_i + \epsilon_i



default to Gehan type. The other option is Logrank type.


The estimator of beta can be obtained by function rankaft( ) in the package rankreg. But here you may test other values of beta. If you test the beta value that is obtained from the rankaft( ), then the -2LLR should be 0 and the p-value should be 1.

The above likelihood should be understood as the likelihood of the error term, so in the regression model the error e_i should be iid.

The estimating equation used when maximize the empirical likelihood is

0 = \sum_i R(e_i) \phi (e_i) d_i \Delta A(e_i) (x_i - \bar x_i )

where all notation was described in detail in the references below.


A list with the following components:


the -2 loglikelihood ratio; should have approximate chisq distribution under H_0.


the log empirical likelihood, under estimating equation.


the log empirical likelihood of the Kaplan-Meier of e's.


Mai Zhou


Zhou, M. (2016) Empirical Likelihood Methods in Survival Analysis. CRC Press.

Kalbfleisch, J. and Prentice, R. (2002) The Statistical Analysis of Failure Time Data. 2nd Ed. Wiley, New York. (Chapter 7)

Jin, Z., Lin, D.Y., Wei, L. J. and Ying, Z. (2003). Rank-based inference for the accelerated failure time model. Biometrika, 90, 341-53.

Zhou, M. (2005). Empirical likelihood analysis of the rank estimator for the censored accelerated failure time model. Biometrika, 92, 492–498.


RankRegTestH(y=myeloma[,1], d=myeloma[,2], x=myeloma[,3], beta= -15.50147)
# you should get "-2LLR" = 9.050426e-05 (practically zero)
# The beta value, -15.50147, was obtained by rankaft() from 
# the rankreg package.

[Package emplik version 1.1-1 Index]