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A Method for Checking Regression Models in Survival Analysis Based on the Risk Score

Overview
Journal Lifetime Data Anal
Publisher Springer
Date 1996 Jan 1
PMID 9384628
Citations 81
Authors
J K Gronnesby
O Borgan
Affiliations
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Abstract

We propose to perform model check for the Cox and Aalen regression models using martingale residual processes grouped after the risk score. Asymptotic distributions of the grouped martingale residual processes are deduced, so both formal and graphical model check can be performed. The method is validated by stochastic simulation. A data example with patients with primary biliary cirrhosis of the liver is discussed.

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References
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Aalen O . A linear regression model for the analysis of life times. Stat Med. 1989; 8(8):907-25. DOI: 10.1002/sim.4780080803. View
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Aalen O . Further results on the non-parametric linear regression model in survival analysis. Stat Med. 1993; 12(17):1569-88. DOI: 10.1002/sim.4780121705. View