Testing Goodness of Fit of Parametric AFT and PH Models with Residuals

被引：17

作者：

Balakrishnan, N. ^{[1
]}

Chimitova, E. ^{[2
]}

Galanova, N. ^{[2
]}

Vedernikova, M. ^{[2
]}

机构：

[1] McMaster Univ, Dept Math & Stat, Hamilton, ON, Canada

[2] Novosibirsk State Tech Univ, Dept Appl Math, Novosibirsk, Russia

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2013年 / 42卷 / 06期

关键词：

Accelerated failure time model; Censored samples; Goodness of fit; Omnibus tests; Proportional hazards model; Sample residuals;

D O I：

10.1080/03610918.2012.659824

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, we consider the problems of testing the goodness of fit of the parametric accelerated failure time model and the Cox proportional hazards model. We consider omnibus test statistics based on residuals. The statistical distributions of Kolmogorov, Cramer-von Mises-Smirnov, and Anderson-Darling statistics are all investigated by means of Monte Carlo simulations. Type-I, Type-II, and independent random censoring situations are all considered in this study. A Monte Carlo power study has also been carried out for these tests to distinguish between various baseline models, which reveals that the Anderson-Darling test performs better than the others.

引用

页码：1352 / 1367

页数：16

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