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

0364762 - ÚTIA 2012 CZ eng V - Research Report
Novák, Petr
Goodness-of-fit test for the AFT model based on martingale residuals.
Praha: ÚTIA AV ČR, 2011. 11 s. Research Reports, 2309.
Institutional research plan: CEZ:AV0Z10750506
Keywords : accelerated failure time model * martingale residuals * goodness-of-fit test
Subject RIV: BB - Applied Statistics, Operational Research
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.
Permanent Link: http://hdl.handle.net/11104/0200155