Diagnostic measures for the Cox regression model with missing covariates

Hongtu Zhu, Joseph G. Ibrahim and Ming-Hui Chen

Biometrika, 2015, vol. 102, issue 4, 907-923

Abstract: We investigate diagnostic measures for assessing the influence of observations and model misspecification on the Cox regression model when there are missing covariate data. Our diagnostics include case-deletion measures, conditional martingale residuals, and score residuals. The Q-distance is introduced to examine the effects of deleting individual observations on the estimates of finite- and infinite-dimensional parameters. Conditional martingale residuals are used to construct goodness-of-fit statistics for testing misspecification of the model assumptions. A resampling method is developed to approximate the $p$-values of the goodness-of-fit statistics. We conduct simulation studies to evaluate our methods, and analyse a real dataset to illustrate their use.

Date: 2015
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