Functional form diagnostics for Cox's proportional hazards model
Functional form diagnostics for Cox's proportional hazards model
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DOI：
10.1111/j.0006-341x.2004.00145.x
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发表时间：
2004-03-01
期刊：
影响因子：
1.9
通讯作者：
Tsai, CL
中科院分区：
文献类型：
--
作者：
León, LF;Tsai, CL
We propose a new type of residual and an easily computed functional form test for the Cox proportional hazards model. The proposed test is a modification of the omnibus test for testing the overall fit. of a parametric regression model, developed by Stute, Gonzalez Manteiga, and Presedo Quindimil (1998, Journal of the American Statistical Association 93, 141-149), and is based on what we call censoring consistent residuals. In addition, we develop residual plots that can be used to identify the correct functional forms of covariates. We compare our test with the functional form test of Lin, Wei, and Ying (1993, Biometrika 80, 557-572) in a simulation study. The practical application of the proposed residuals and functional form test is illustrated using both a simulated data set and a real data set.
