Original title: Goodness-of-fit test for the AFT model based on martingale residuals
Authors: Novák, Petr
Document type: Research reports
Year: 2011
Language: eng
Series: Research Reports, volume: 2309
Abstract: 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.
Keywords: accelerated failure time model; goodness-of-fit test; martingale residuals
Project no.: CEZ:AV0Z10750506 (CEP)

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2011/SI/novak-goodness-of-fit test for the aft model based on martingale residuals.pdf
Original record: http://hdl.handle.net/11104/0200155

Permalink: http://www.nusl.cz/ntk/nusl-55956


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