Model checks for Cox-type regression models based on optimally weighted martingale residuals

被引：4

作者：

Gandy, Axel ^{[1
]}

Jensen, Uwe ^{[2
]}

机构：

[1] Univ London Imperial Coll Sci Technol & Med, Dept Math, London, England

[2] Univ Hohenheim, Inst Appl Math & Stat, D-7000 Stuttgart, Germany

来源：

LIFETIME DATA ANALYSIS | 2009年 / 15卷 / 04期

关键词：

Cox-regression; Goodness-of-fit; Martingale residuals; Survival analysis; ADDITIVE RISK MODEL; OF-FIT TESTS; INFERENCE;

D O I：

10.1007/s10985-009-9121-9

中图分类号：

O1 [数学];

学科分类号：

070101 [基础数学];

摘要：

We introduce directed goodness-of-fit tests for Cox-type regression models in survival analysis. "Directed" means that one may choose against which alternatives the tests are particularly powerful. The tests are based on sums of weighted martingale residuals and their asymptotic distributions. We derive optimal tests against certain competing models which include Cox-type regression models with different covariates and/or a different link function. We report results from several simulation studies and apply our test to a real dataset.

引用

页码：534 / 557

页数：24

共 23 条

[1]

Andersen Per K, 2012, STAT MODELS BASED CO

[2]

COX REGRESSION-MODEL FOR COUNTING-PROCESSES - A LARGE SAMPLE STUDY [J].