Assessing the adequacy of Weibull survival models: a simulated envelope approach

Yun Zhao, Andy Lee, Kelvin Yau and Geoffrey McLachlan

Journal of Applied Statistics, 2011, vol. 38, issue 10, 2089-2097

Abstract: The Weibull proportional hazards model is commonly used for analysing survival data. However, formal tests of model adequacy are still lacking. It is well known that residual-based goodness-of-fit measures are inappropriate for censored data. In this paper, a graphical diagnostic plot of Cox-Snell residuals with a simulated envelope added is proposed to assess the adequacy of Weibull survival models. Both single component and two-component mixture models with random effects are considered for recurrent failure time data. The effectiveness of the diagnostic method is illustrated using simulated data sets and data on recurrent urinary tract infections of elderly women.

Keywords: goodness-of-fit; mixture models; model adequacy; simulated envelope; survival analysis (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1080/02664763.2010.545115

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