A method for checking regression models in survival analysis based on the risk score.

A method for checking regression models in survival analysis based on the risk score.
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DOI:
10.1007/bf00127305
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发表时间:
1996-01-01
影响因子:
1.3
通讯作者:
Borgan, O
Borgan, O
中科院分区:
数学3区
文献类型:
--
作者:
Gronnesby, J K;Borgan, O

文献摘要

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我们建议使用风险评分后分组的鞅残差过程对Cox和Aalen回归模型进行模型检查。导出了分组鞅残差过程的渐近分布,从而可以进行形式和图形模型检验。通过随机仿真验证了该方法的有效性。本文讨论了原发性胆汁性肝硬化患者的数据示例。
We propose to perform model check for the Cox and Aalen regression models using martingale residual processes grouped after the risk score. Asymptotic distributions of the grouped martingale residual processes are deduced, so both formal and graphical model check can be performed. The method is validated by stochastic simulation. A data example with patients with primary biliary cirrhosis of the liver is discussed.