Goodness-of-fit test for the AFT model based on martingale residuals

0364762 - ÚTIA 2012 CZ eng V - Výzkumná zpráva
Novák, Petr
Goodness-of-fit test for the AFT model based on martingale residuals.
Praha: ÚTIA AV ČR, 2011. 11 s. Research Reports, 2309.
Výzkumný záměr: CEZ:AV0Z10750506
Klíčová slova: accelerated failure time model * martingale residuals * goodness-of-fit test
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
http://library.utia.cas.cz/separaty/2011/SI/novak-goodness-of-fit test for the aft model based on martingale residuals.pdf

The Accelerated Failure Time model presents a way how to easily describe survival data with regression on covariates. 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 the present work we introduce a goodness-of-fit statistics based on modern martingale theory. On simulated data we try to estimate empirical properties of the test for various situations.
Trvalý link: http://hdl.handle.net/11104/0200155