Previous |  Up |  Next

Article

Title: Goodness-of-fit test for the accelerated failure time model based on martingale residuals (English)
Author: Novák, Petr
Language: English
Journal: Kybernetika
ISSN: 0023-5954
Volume: 49
Issue: 1
Year: 2013
Pages: 40-59
Summary lang: English
.
Category: math
.
Summary: The Accelerated Failure Time model presents a way to easily describe survival regression data. It is assumed that each observed unit ages internally faster or slower, depending on the covariate values. To use the model properly, we want to check if observed data fit the model assumptions. In present work we introduce a goodness-of-fit testing procedure based on modern martingale theory. On simulated data we study empirical properties of the test for various situations. (English)
Keyword: accelerated failure time model
Keyword: survival analysis
Keyword: goodness-of-fit
MSC: 62N01
MSC: 62N03
.
Date available: 2013-03-05T15:05:39Z
Last updated: 2013-07-31
Stable URL: http://hdl.handle.net/10338.dmlcz/143239
.
Reference: [1] Bagdonavičius, V., Nikulin, M.: Accelerated Life Models..Chapman and Hall / CRC, Boca Raton 2002. Zbl 1127.62410
Reference: [2] Buckley, J., James, I. R.: Linear regression with censored data..Biometrika 66 (1979), 429-436. Zbl 0425.62051, 10.1093/biomet/66.3.429
Reference: [3] Cox, D. R.: Regression models and life tables..J. Roy. Statist. Soc. Ser. B 34 (1972), 187-220. Zbl 0243.62041, MR 0341758
Reference: [4] Cox, D. R., D.Oakes: Analysis of Survival Data..Chapman and Hall / CRC, Boca Raton1984. Zbl 0900.62605, MR 0751780
Reference: [5] Fleming, T. R., Harrington, D. P.: Counting Processes and Survival Analysis..Wiley, New York 1991. Zbl 1079.62093, MR 1100924
Reference: [6] Lin, D. Y., Spiekerman, C. F.: Model checking techniques for parametric regression with censored data..Scand. J. Statist. 23 (1996), 157-177. Zbl 0854.62081, MR 1394651
Reference: [7] Lin, D. Y., Wei, L. J., Ying, Z.: Checking the Cox model with cumulative sums of martingale-based residuals..Biometrika 80 (1993), 557-572. Zbl 0788.62094, MR 1248021, 10.1093/biomet/80.3.557
Reference: [8] Lin, D. Y., Wei, L. J., Ying, Z.: Accelerated failure time models for counting processes..Biometrika 85 (1998), 605-618. Zbl 0947.62069, MR 1665810, 10.1093/biomet/85.3.605
Reference: [9] Lin, D. Y., Ying, Z.: Semiparametric inference for the accelerated life model with time-dependent covariates..J. Statist. Plann. Inference 44 (1995), 47-63. Zbl 0812.62096, MR 1323070, 10.1016/0378-3758(94)00039-X
Reference: [10] Pollard, D.: Empirical Processes: Theory and Applications..Hayward, California: IMS 1990. Zbl 0741.60001, MR 1089429
Reference: [11] Shorack, G. R., Wellner, J. A.: Empirical Processes with Applications to Statistics..Wiley, New York 1986. Zbl 1171.62057, MR 0838963
Reference: [12] Silverman, B. W.: Density Estimation for Statistics and Data Analysis..Chapman and Hall, London 1986. Zbl 0617.62042, MR 0848134
.

Files

Files Size Format View
Kybernetika_49-2013-1_4.pdf 601.9Kb application/pdf View/Open
Back to standard record
Partner of
EuDML logo