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

Kód výsledku v IS VaVaI

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Výsledek na webu

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DOI - Digital Object Identifier

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Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

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

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

BA - Obecná matematika

OECD FORD obor

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Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2012

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

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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Počet stran výsledku

6

Strana od-do

245-250

Název nakladatele

Tribun EU

Místo vydání

Brno

Místo konání akce

Praha

Datum konání akce

16. 7. 2012

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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