Martingale-based residuals for survival models

Abstract

Graphical methods based on the analysis of residuals are considered for the setting of the highly-used Cox (1972) regression model and for the Andersen-Gill (1982) generalization of that model. We start with a class of martingale-based residuals as proposed by Barlow & Prentice (1988). These residuals and/or their transforms are useful for investigating the functional form of a covariate, the proportional hazards assumption, the leverage of each subject upon the estimates of β, and the lack of model fit to a given subject.

Keywords

MathematicsMartingale (probability theory)CovariateEconometricsStatisticsLeverage (statistics)GeneralizationStudentized residualApplied mathematicsMathematical analysis

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Publication Info

Year: 1990
Type: article
Volume: 77
Issue: 1
Pages: 147-160
Citations: 1035
Access: Closed

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APA Style

                            
                                    Terry M. Therneau, 
                                
                                    Patricia M. Grambsch, 
                                
                                    T. R. FLEMING
                                
                            (1990). 
                            Martingale-based residuals for survival models. 
                            Biometrika
                            , 77
                            (1)
                            , 147-160.
                            https://doi.org/10.1093/biomet/77.1.147

Identifiers

DOI: 10.1093/biomet/77.1.147