Checking the Cox model with cumulative sums of martingale-based residuals

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ID: 294481
1993
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Abstract
This paper presents a new class of graphical and numerical methods for checking the adequacy of the Cox regression model. The procedures are derived from cumulative sums of martingale-based residuals over follow-up time and/or covariate values. The distributions of these stochastic processes under the assumed model can be approximated by zero-mean Gaussian processes. Each observed process can then be compared, both visually and analytically, with a number of simulated realizations from the approximate null distribution. These comparisons enable the data analyst to assess objectively how unusual the observed residual patterns are. Special attention is given to checking the functional form of a covariate, the form of the link function, and the validity of the proportional hazards assumption. An omnibus test, consistent against any model misspecification, is also studied. The proposed techniques are illustrated with two real data sets.
Reference Key
openalex_W2034948055 Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors D. Y. Lin, L. J. Wei, Z. Ying
Journal jurnal biometrika dan kependudukan
Year 1993
DOI
10.1093/biomet/80.3.557
URL
https://doi.org/10.1093/biomet/80.3.557
Keywords Keywords not found

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