PROBABILITY AND MATHEMATICAL STATISTICS EMPIRICAL LIKELIHOOD FOR THE ADDITIVE RISK MODEL

~ b s t r a c t. In this article, we investigate the empirical likelihood method for the additive risk model when the failure times are subject to left-truncation and right-censoring, An empuical likelihood ratio for the p-vector of regression coefficients is defined and it is shown that its limiting distribution is a weighted sum of independent chi-squared distributions with one degree of freedom. This enables one to make empirical likelihood based inference for the regression parameters. Fi-nite sample performance of the proposed methods is illustrated in simulation studies to compare the empirical likelihood method with the normal-approximation-based method