GOODNESS-OF-FIT TEST FOR THE ACCELERATED FAILURE TIME MODEL BASED ON MARTINGALE RESIDUALS
1.
SYSNO ASEP
0390660
Document Type
J - Journal Article
R&D Document Type
Journal Article
Subsidiary J
Článek ve WOS
Title
GOODNESS-OF-FIT TEST FOR THE ACCELERATED FAILURE TIME MODEL BASED ON MARTINGALE RESIDUALS
Author(s)
Novák, Petr (UTIA-B)
Number of authors
1
Source Title
Kybernetika. - : Ústav teorie informace a automatizace AV ČR, v. v. i.
- ISSN 0023-5954
Roč. 49, č. 1 (2013), s. 40-59
Number of pages
20 s.
Publication form
Print - P
Language
eng - English
Country
CZ - Czech Republic
Keywords
accelerated failure time model ; survival analysis ; goodness-of-fit
Subject RIV
BB - Applied Statistics, Operational Research
R&D Projects
1M06047 GA MŠMT - Ministry of Education, Youth and Sports (MEYS)
UT WOS
000317087400003
Annotation
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.
