A model checking method for the proportional hazards model with recurrent gap time data.
Recurrent events are the natural outcome in many medical and epidemiology studies. To assess covariate effects on the gaps between consecutive recurrent events, the Cox proportional hazards model is frequently employed in data analysis. The validity of statistical inference, however, depends on the appropriateness of the Cox model. In this paper, we propose a class of graphical techniques and formal tests for checking the Cox model with recurrent gap time data. The building block of our model checking method is an averaged martingale-like process, based on which a class of multiparameter stochastic processes is proposed. This maneuver is very general and can be used to assess different aspects of model fit. Numerical simulations are conducted to examine finite-sample performance, and the proposed model checking techniques are illustrated with data from the Danish Psychiatric Central Register.
Biostatistics Research Branch, National Institute of Allergy and Infectious Diseases, National Institutes of Health, Bethesda, MD 20892, USA. huangchi@niaid.nih.gov
Chiung-Yu
CY
Huang
Xianghua
X
Luo
Dean A
DA
Follmann
D000328:Adult; D017668:Age of Onset; D003198:Computer Simulation; D003718:Denmark / Q000453:epidemiology; D005260:Female; D006760:Hospitalization; D006801:Humans; D016013:Likelihood Functions; D008137:Longitudinal Studies; D008297:Male; D016016:Proportional Hazards Models; D012559:Schizophrenia / Q000453:epidemiology; D013269:Stochastic Processes