Empirical likelihood method for the multivariate accelerated failure time models

Abstract

In applications, multivariate failure time data appears when each study subject may potentially experience several types of failures or recurrences of a certain phenomenon, or failure times may be clustered. Three types of marginal accelerated failure time models dealing with multiple events data, recurrent events data and clustered events data are considered. We propose a unified empirical likelihood inferential procedure for the three types of models based on rank estimation method. The resulting log-empirical likelihood ratios are shown to possess chi-squared limiting distributions. The properties can be applied to do tests and construct confidence regions without the need to solve the rank estimating equations nor to estimate the limiting variance–covariance matrices. The related computation is easy to implement. The proposed method is illustrated by extensive simulation studies and a real example.