CHECKING THE COX MODEL WITH CUMULATIVE SUMS OF MARTINGALE-BASED RESIDUALS
CHECKING THE COX MODEL WITH CUMULATIVE SUMS OF MARTINGALE-BASED RESIDUALS
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DOI：
10.2307/2337177
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发表时间：
1993-09-01
期刊：
影响因子：
2.7
通讯作者：
YING, Z
中科院分区：
文献类型：
--
作者：
LIN, DY;WEI, LJ;YING, Z
本文提出了一类新的检验考克斯回归模型充分性的图解和数值方法。该程序源自随访时间和/或协变量值的鞅残差累积和。这些随机过程在假设模型下的分布可以近似为零均值高斯过程。每个观察到的过程，然后可以进行比较，无论是视觉上和分析，从近似零分布的模拟实现的数量。这些比较使数据分析师能够客观地评估观察到的残差模式有多不寻常。特别注意检查协变量的函数形式，链接函数的形式，以及比例风险假设的有效性。一个综合测试，对任何模型的误设定一致，也进行了研究。所提出的技术说明了两个真实的数据集。
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.