Goodness-of-fit test for the accelerated failure time model based on martingale residuals

Petr Novák

Kybernetika (2013)

  • Volume: 49, Issue: 1, page 40-59
  • ISSN: 0023-5954

Abstract

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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.

How to cite

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Novák, Petr. "Goodness-of-fit test for the accelerated failure time model based on martingale residuals." Kybernetika 49.1 (2013): 40-59. <http://eudml.org/doc/252534>.

@article{Novák2013,
abstract = {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.},
author = {Novák, Petr},
journal = {Kybernetika},
keywords = {accelerated failure time model; survival analysis; goodness-of-fit; accelerated failure time model; survival analysis; goodness-of-fit},
language = {eng},
number = {1},
pages = {40-59},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Goodness-of-fit test for the accelerated failure time model based on martingale residuals},
url = {http://eudml.org/doc/252534},
volume = {49},
year = {2013},
}

TY - JOUR
AU - Novák, Petr
TI - Goodness-of-fit test for the accelerated failure time model based on martingale residuals
JO - Kybernetika
PY - 2013
PB - Institute of Information Theory and Automation AS CR
VL - 49
IS - 1
SP - 40
EP - 59
AB - 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.
LA - eng
KW - accelerated failure time model; survival analysis; goodness-of-fit; accelerated failure time model; survival analysis; goodness-of-fit
UR - http://eudml.org/doc/252534
ER -

References

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  4. Cox, D. R., D.Oakes, Analysis of Survival Data., Chapman and Hall / CRC, Boca Raton1984. Zbl0900.62605MR0751780
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  8. Lin, D. Y., Wei, L. J., Ying, Z., 10.1093/biomet/85.3.605, Biometrika 85 (1998), 605-618. Zbl0947.62069MR1665810DOI10.1093/biomet/85.3.605
  9. Lin, D. Y., Ying, Z., 10.1016/0378-3758(94)00039-X, J. Statist. Plann. Inference 44 (1995), 47-63. Zbl0812.62096MR1323070DOI10.1016/0378-3758(94)00039-X
  10. Pollard, D., Empirical Processes: Theory and Applications., Hayward, California: IMS 1990. Zbl0741.60001MR1089429
  11. Shorack, G. R., Wellner, J. A., Empirical Processes with Applications to Statistics., Wiley, New York 1986. Zbl1171.62057MR0838963
  12. Silverman, B. W., Density Estimation for Statistics and Data Analysis., Chapman and Hall, London 1986. Zbl0617.62042MR0848134

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