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Research Report

Goodness-of-fit test for the AFT model based on martingale residuals

Novák Petr

: ÚTIA AV ČR, (Praha 2011)

: Research Report 2309

: CEZ:AV0Z10750506

: accelerated failure time model, martingale residuals, goodness-of-fit test

: http://library.utia.cas.cz/separaty/2011/SI/novak-goodness-of-fit test for the aft model based on martingale residuals.pdf

(eng): 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.

: BB

07.01.2019 - 08:39