A method for checking regression models in survival analysis based on the risk score.
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.
Grønnesby
J K
JK
Department of Mathematics, University of Oslo.
Borgan
O
O
D006801:Humans; D015993:Life Tables; D016014:Linear Models; D008105:Liver Cirrhosis, Biliary / Q000401:mortality; D016016:Proportional Hazards Models; D012044:Regression Analysis; D012306:Risk; D013269:Stochastic Processes; D016019:Survival Analysis