A method for checking regression models in survival analysis based on the risk score
type: Item
instance of: scholarly article
title: A method for checking regression models in survival analysis based on the risk score
zbMATH Open document ID: 0884.62116
DOI: 10.1007/BF00127305
author: Jon Ketil Grønnesby
author: Ørnulf Borgan
published in: Lifetime Data Analysis
publication date: 1998-04-05T00:00:00Z
review text: Regression models, especially Cox' proportional hazards model, have become increasingly popular in survival analysis. Recently linear alternatives have been proposed; both non-parametric and semiparametric. The available methods for checking model fit are, however, still insufficient, even for the Cox model. For linear normal models, residual methods are the primary tools in the assessment of the model fit. For regression models in survival analysis diagnostic methods based on (martingale) residuals have been proposed, but the interpretation of the individual residuals is difficult. We discuss methods for checking the overall fit of the regression models based on martingale residual processes grouped after the risk score. We consider both graphical methods and formal goodness of fit tests. By stochastic simulation, we study how well the methods are able to detect errors in the model specification. The simulations are supplemented by a real data example of patients with primary biliary cirrhosis (PBC) of the liver.
Mathematics Subject Classification ID: 62P10
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62M99
zbMATH DE Number: 1062293
zbMATH Keywords: counting processes
zbMATH Keywords: Cox regression
zbMATH Keywords: Aalen regression
zbMATH Keywords: primary biliary cirrhosis of the liver
zbMATH Keywords: nonparametric linear models
zbMATH Keywords: semiparametric
zbMATH Keywords: martingale residual processes
zbMATH Keywords: stochastic simulation
Wikidata QID: Q52314719
describes a project that uses: alr3
MaRDI profile type: Publication
cites work: Q3889969
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full work available at URL: https://doi.org/10.1007/bf00127305
OpenAlex ID: W2038638511
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description: scientific article; zbMATH DE number 1062293