Publication details
Goodness-of-fit inference for the Cox-Aalen additive-multiplicative regression model
| Authors | |
|---|---|
| Year of publication | 2004 |
| Type | Article in Periodical |
| Magazine / Source | Statistics & Probability Letters |
| Citation | |
| Doi | https://doi.org/10.1016/j.spl.2004.10.014 |
| Keywords | counting process; Cox-Aalen model; goodness-of-fit; hazard regression; martingale; residual; survival analysis |
| Description | The Cox-Aalen additive-multiplicative intensity model of Scheike and Zhang (Scand. J. Statist. 29, 2002) is considered. We study goodness-of-fit tests based on the stratified martingale residual process. Asymptotic distribution of the process is derived and the Kolmogorov-Smirnov type test is constructed. Several ways of overcoming the problem of complexity of the limiting distribution are discussed. The results are accompanied by a small Monte Carlo study. (C) 2004 Elsevier B.V. All rights reserved. |