An evaluation of the Cox-Snell residuals

• Main Author: Ansin, Elin
• Format: Others
• Language: English
• Published: Uppsala universitet, Statistiska institutionen 2015
• Subjects: Cox-Snell residuals; Martingale residuals; Proportional Hazards Model; Survival models
• Online Access: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-256665

It is common practice to use Cox-Snell residuals to check for overall goodness of tin survival models. We evaluate the presumed relation of unit exponentially dis-tributed residuals for a good model t and evaluate under some violations of themodel. This is done graphically with the usual graphs of Cox-Snell residual andformally using Kolmogorov-Smirnov goodness of t test. It is observed that residu-als from a correctly tted model follow unit exponential distribution. However, theCox-Snell residuals do not seem to be sensitive to the violations of the model.