ABSTRACT
In this chapter, we discuss empirical likelihood for the Cox proportional hazards regression model and compare it with the partial likelihood. We construct the empirical likelihood on the observed data, assuming that it comes from a Cox model. The empirical likelihood function includes both the regression coefficient β and the baseline hazard as parameters. Joint inferences involving the baseline hazard and regression parameters are studied. We also illustrate how the empirical likelihood method can be applied to an extension of the proportional hazards model proposed by Yang and Prentice [210].
