Skip to main content
top

Bibliography

Journal Article

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

Novák Petr

: Kybernetika vol.49, 1 (2013), p. 40-59

: 1M06047, GA MŠk, SVV 261315/2011, GA MŠk

: accelerated failure time model, survival analysis, goodness-of-fit

: http://library.utia.cas.cz/separaty/2013/SI/novak-goodness-of-fit test for the aft model based on martingale residuals.pdf

(eng): 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.

: BB