Empirical likelihood ratio test for median and mean residual lifetime

Abstract

Prompted by several recent papers on the inference on median and mean residual life time, we note that the testing involving the mean or median residual life function in censored survival data can be obtained by an easy application of the general empirical likelihood ratio test. This approach has several advantages: (1) There is no need to estimate the variance/covariance at all, which may become prohibitively complicated for other procedures that require the estimation of such. (2) When inverting the tests to obtain confidence regions/intervals, this procedure inherits all the good properties of a likelihood ratio test. (3) Free software implementation of the test is readily available. Copyright © 2010 John Wiley & Sons, Ltd.