Název:
Goodness-of-fit test for the AFT model based on martingale residuals
Autoři:
Novák, Petr Typ dokumentu: Výzkumné zprávy
Rok:
2011
Jazyk:
eng
Edice: Research Reports, svazek: 2309
Abstrakt: 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.
Klíčová slova:
accelerated failure time model; goodness-of-fit test; martingale residuals Číslo projektu: CEZ:AV0Z10750506 (CEP)