A martingale residual diagnostic for longitudinal and recurrent event data

DOI10.1007/S10985-009-9129-1zbMath1322.62207OpenAlexW2073029590WikidataQ33496167 ScholiaQ33496167MaRDI QIDQ746012

Daniel Farewell, Entisar Elgmati, Robin Henderson

Publication date: 15 October 2015

Published in: Lifetime Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10985-009-9129-1

zbMATH Keywords

frailtycovariancemisspecificationevent historydynamic covariate

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Non-Markovian processes: hypothesis testing (62M07) Testing in survival analysis and censored data (62N03)

Related Items (2)

A dynamic approach for reconstructing missing longitudinal data using the linear increments model ⋮ Weak Convergence of the Wild Bootstrap for the Aalen-Johansen Estimator of the Cumulative Incidence Function of a Competing Risk

Uses Software

• addreg

Cites Work

• Bootstrap procedures under some non-i.i.d. models
• Bootstrap, wild bootstrap, and asymptotic normality
• Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
• Dynamic Analysis of Multivariate Failure Time Data
• On Inference in Parametric Survival Data Models
• Checking the Cox model with cumulative sums of martingale-based residuals
• Dynamic Analysis of Recurrent Event Data with Missing Observations, with Application to Infant Diarrhoea in Brazil
• Joint modelling of longitudinal measurements and event time data
• Statistical models based on counting processes
• Omnibus tests of the martingale assumption in the analysis of recurrent failure time data

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