Testing goodness-of-fit of the Accelerated Failure Time model with time-varying covariates

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F12%3A10126958" target="_blank" >RIV/00216208:11320/12:10126958 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Testing goodness-of-fit of the Accelerated Failure Time model with time-varying covariates
Original language description
The accelerated failure time model presents a way to easily describe and interpret survival regression data. We assume, that each observed unit ages internally faster or slower, depending on the covariate values. It is desirable to check if observed datafit the model assumptions, therefore we present a goodness-of-fit testing procedure based on modern martingale theory. We work with the generalized model introduced in Cox & Oakes (1984) and studied in Lin & Ying (1995), which allows for covariates thatchange through time. We focus on particular important situations where time-varying covariates are used, such as when an additional factor is added during the observation or when the influence of one covariate gradually increases. On simulated data we estimate the empirical properties of the test.
Czech name
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Czech description
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Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 27th International Workshop on Statistical Modelling
ISBN
978-80-263-0250-6
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
245-250
Publisher name
Tribun EU
Place of publication
Brno
Event location
Praha
Event date
Jul 16, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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