Goodness-of-fit inference for the Cox-Aalen additive-multiplicative regression model

David Kraus

Statistics & Probability Letters, 2004, vol. 70, issue 4, 285-298

Abstract: The Cox-Aalen additive-multiplicative intensity model of Scheike and Zhang (Scand. J. Statist. 29, 2002) is considered. We study goodness-of-fit tests based on the stratified martingale residual process. Asymptotic distribution of the process is derived and the Kolmogorov-Smirnov type test is constructed. Several ways of overcoming the problem of complexity of the limiting distribution are discussed. The results are accompanied by a small Monte Carlo study.

Keywords: Counting; process; Cox-Aalen; model; Goodness-of-fit; Hazard; regression; Martingale; Residual; Survival; analysis (search for similar items in EconPapers)
Date: 2004
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