Empirical Likelihood Intervals for the Mean Difference of Two Skewed Populations with Additional Zero Values
We considered the problem of constructing nonparametric confidence intervals for the difference in the means of two independent skewed populations which contain zero values. To account for zero values, we used a two-part model to separately estimate the probability of having any non-zero value and the expected value of positive observations. Under such a two-part model we developed the empirical likelihood (EL) based interval for the difference in the two population means. We then derived asymptotic properties of the proposed method. In a simulation study, we showed that the EL-based interval outperforms the existing normal approximation method and the bootstrap method. Finally, we illustrated the application of the proposed method in a study that assessed the relationship between the excess charges among older patients and the burden of their medical illness.
Zhou, W. and Zhou, Xiao-Hua, "Empirical Likelihood Intervals for the Mean Difference of Two Skewed Populations with Additional Zero Values" (March 2005). UW Biostatistics Working Paper Series. Working Paper 246.