title: A martingale residual diagnostic for longitudinal and recurrent event data.
abstract: One method of assessing the fit of an event history model is to plot the empirical standard deviation of standardised martingale residuals. We develop an alternative procedure which is valid also in the presence of measurement error and applicable to both longitudinal and recurrent event data. Since the covariance between martingale residuals at times t0 and t > t0 is independent of t, a plot of these covariances should, for fixed t (0), have no time trend. A test statistic is developed from the increments in the estimated covariances, and we investigate its properties under various types of model misspecification. Applications of the approach are presented using two Brazilian studies measuring daily prevalence and incidence of infant diarrhoea and a longitudinal study into treatment of schizophrenia.
authors.affiliation: Department of Mathematics and Statistics, Newcastle University, Newcastle, UK.
authors.forename: Entisar
authors.initials: E
authors.lastname: Elgmati
authors.forename: Daniel
authors.initials: D
authors.lastname: Farewell
authors.forename: Robin
authors.initials: R
authors.lastname: Henderson
mesh_terms: D001938:Brazil / Q000453:epidemiology; D002675:Child, Preschool; D003198:Computer Simulation; D003967:Diarrhea / Q000453:epidemiology; D006801:Humans; D015994:Incidence; D007223:Infant; D008137:Longitudinal Studies; D015233:Models, Statistical; D015995:Prevalence; D012559:Schizophrenia / Q000188:drug therapy
references.citation: Lancet. 1994 Jul 23;344(8917):228-31
references.pmid: 7913157
references.citation: Biometrics. 2004 Sep;60(3):764-73
references.pmid: 15339300
references.citation: Biostatistics. 2000 Dec;1(4):465-80
references.pmid: 12933568
references.citation: Biom J. 2006 Jun;48(3):381-98
references.pmid: 16845903
references.citation: Lifetime Data Anal. 2001 Jun;7(2):157-71
references.pmid: 11458655
references.citation: Stat Med. 1989 Aug;8(8):907-25
references.pmid: 2678347