期刊
SCANDINAVIAN JOURNAL OF STATISTICS
卷 32, 期 3, 页码 425-445出版社
WILEY
DOI: 10.1111/j.1467-9469.2005.00457.x
关键词
Aalen model; additive risk model; counting process; Cox regression; goodness-of-fit; martingale residuals; survival analysis
In this paper we propose goodness-of-fit tests for Aalen's additive risk model. They are based on test statistics the asymptotic distributions of which are determined under both the null and alternative hypotheses. The results are derived using martingale techniques for counting processes. An important feature of these tests is that they can be adjusted to particular alternatives. One of the alternatives we consider is Cox's multiplicative risk model. It is perhaps remarkable that such a test needs no estimate of the baseline hazard in the Cox model. We present simulation studies which give an impression of the performance of the proposed tests. In addition, the tests are applied to real data sets.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据