National Repository of Grey Literature 3 records found  Search took 0.00 seconds. 
Goodness-of-fit test for the AFT model based on martingale residuals
Novák, Petr
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.
On analysis of martingale residuals in lifetime models
Volf, Petr
Residual analysis is used commonly in statistical tests of model fit, i.e. of good correspondence between data and model. We shall recall the notion of martingale residuals de¯ned for the case of lifetime models based on failure intensities. Analysis of these residual processes has already been studied by many authors. Nevertheless, Bayes approach to this problem is just developing. We shall present a Bayes procedure of estimation in models containing nonparametric components. Further, Bayes construction of residual processes and model goodness-of-¯t assessing will be proposed and demonstrated on an example with Cox's regression model.
Testování homogenity a dobré shody v analýze přežití
Timková, Jana
The present paper deals with the goodness of fit and the twosample problem related to the event-history type data. The proposed methods are derived from bayesian nonparametric approach and take advantage of MCMC estimation of the hazard rate. The technique is based on Bayes construction of martingale residuals.

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