Properties of hazard-based residuals and implications in model diagnostics
Properties of hazard-based residuals and implications in model diagnostics
复制标题
基于危险的残差的特性及其对模型诊断的影响
DOI：
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发表时间：
1995
期刊：
影响因子：
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通讯作者：
Edsel A. Peña
中科院分区：
文献类型：
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作者：
Inmaculada Baltazar;Edsel A. Peña
Abstract Model diagnostic procedures in failure time models using hazard-based residuals rely on the assumption that the residual vector closely resembles a random sample from a unit exponential distribution when the model holds. This article formally investigates the validity of this critical assumption by deriving and examining the properties of parametrically, semiparametrically, and nonparametrically estimated residuals for complete and right-censored data. The joint distribution of the residual vector is characterized, and the behavior of some tests for exponentiality when applied to the residuals is examined analytically and through Monte Carlo methods. Findings reveal that the critical assumption of approximate unit exponentiality of the residual vector may not be viable and, consequently, the model diagnostic procedures considered, which revolve on checking the approximate unit exponentiality of the residual vector (specifically, hazard plotting and the use of spacings and total-time-on-test stati...
DOI：
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发表时间：
1972
期刊：
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影响因子：
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作者：
D. Cox
通讯作者：
D. Cox