A goodness-of-fit test for generalised conditional linear models under left truncation and right censoring

Bianca Teodorescu () and Ingrid Van Keilegom ()

Journal of Nonparametric Statistics, 2010, vol. 22, issue 5, 547-566

Abstract: Consider a semiparametric time-varying coefficients regression model of the following form: φ(S(z|X))=β(z)t X, where φ is a known link function, S(·|X) is the survival function of a response Y; given a covariate X, X=(1, X, X2, …, Xp) and β(z)=(β0(z), …, βp(z))t is the unknown vector of regression coefficients. This model reduces for special choices of φ to, e.g. the additive hazards model or the Cox proportional hazards model with time-dependent coefficients. The response is subject to left truncation and right censoring. An omnibus goodness-of-fit test is developed to test whether the model fits the data. A bootstrap version, to approximate the critical values of the test, is proposed and proved to work from a practical point of view as well. The test is also applied to real data.

Date: 2010
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Citations: View citations in EconPapers (3)

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DOI: 10.1080/10485250903302788

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