GOODNESS-OF-FIT TEST FOR THE ACCELERATED FAILURE TIME MODEL BASED ON MARTINGALE RESIDUALS

0390660 - ÚTIA 2014 RIV CZ eng J - Journal Article
Novák, Petr
GOODNESS-OF-FIT TEST FOR THE ACCELERATED FAILURE TIME MODEL BASED ON MARTINGALE RESIDUALS.
Kybernetika. Roč. 49, č. 1 (2013), s. 40-59. ISSN 0023-5954
R&D Projects: GA MŠMT(CZ) 1M06047
Grant - others:GA MŠk(CZ) SVV 261315/2011
Keywords : accelerated failure time model * survival analysis * goodness-of-fit
Subject RIV: BB - Applied Statistics, Operational Research
Impact factor: 0.563, year: 2013
http://library.utia.cas.cz/separaty/2013/SI/novak-goodness-of-fit test for the aft model based on martingale residuals.pdf

The AFT 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.
Permanent Link: http://hdl.handle.net/11104/0219542