WRegTest <- function(x, y, delta, beta0, psifun=function(t){t}) { # The test included is the Empirical Likelihood Ratio test # for the case weighted estimator of the censored AFT model. # # This estimator assumes a random design or a correlation model as # defined by Freedman (1981). # This coresponds to the bootstrapping the cases in the linear model. # This estimator in the AFT model is studied by # Koul Susarla Van Ryzin (1982), Zhou (1992) and Stute (1993) etc. # For empirical likelihood analysis, please see Zhou, Bathke, Kim (2006). # The EL is defined as # The constraint equation is # Input: # x is a matrix of N rows (covariates). # y is the observed (censored) responses --- a vector of length N. # delta is a vector of length N. delta =1 means (y) is not censored. # delta = 0 means y is right censored, i.e. the true # response is larger than y. # # Output: # the -2log ELratio, and the P-value n <- length(y) m <- length(beta0) xx <- as.matrix(x) xdim <- dim(xx) if ( xdim[1] != n ) stop("check dim of x") if ( m != xdim[2] ) stop("check dim of x and beta0") if ( length(delta) != n ) stop("check length of delta") ###### define the estimating/constraint function #### myfun <- function(y, xmat, beta) { temp1 <- psifun( y - as.vector( xmat %*% beta ) ) return( temp1 * xmat ) } ##### now test if the estimating function is/are zero #### temp2 <- el.cen.EM2(x=y,d=delta, fun=myfun, mu=rep(0,m), xmat=xx, beta=beta0) EL <- temp2$"-2LLR" return(EL) }