Goodness-of-fit testing of survival models in the presence of Type–II right censoring

M. Cockeran (), S. G. Meintanis, L. Santana () and J. S. Allison
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M. Cockeran: North–West University
S. G. Meintanis: National and Kapodistrian University of Athens
L. Santana: North–West University
J. S. Allison: North–West University

Computational Statistics, 2021, vol. 36, issue 2, No 9, 977-1010

Abstract: Abstract We consider a variety of tests for testing goodness–of–fit in a parametric Cox proportional hazards (PH) and accelerated failure time (AFT) model in the presence of Type–II right censoring. The testing procedures considered can be divided in two categories: an approach involving transforming the data to a complete sample and an approach using test statistics that can directly accommodate Type-II right censoring. The power of the proposed tests are compared through a Monte Carlo study for various scenarios. It is found that both approaches are useful for testing exponentiality if the censoring proportion in a data set is lower than 30%, but that it is recommended to use the approach that first transforms the sample to a complete sample when one encounters higher censoring proportions.

Keywords: Survival analysis; Bootstrap; Type-II right censoring; Goodness-of-fit (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s00180-020-01050-7

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