Checking the Additive Risk Model with Martingale Residuals

  • Myung-Unn Song (Department of Statistics, Kyungpook National University, Taegu, 702-701, Korea.) ;
  • Dong-Myung Jeong (Department of Statistics, Kyungpook National University, Taegu, 702-701, Korea.) ;
  • Jae-Kee Song (Department of Statistics, Kyungpook National University, Taegu, 702-701, Korea.)
  • Published : 1996.09.01

Abstract

In contrast to the multiplicative risk model, the additive risk model specifies that the hazard function with covariates is the sum of, rather than product of, the baseline hazard function and the regression function of covariates. We, in this paper, propose a method for checking the adequacy of the additive risk model based on partial-sum of matingale residuals. Under the assumed model, the asymptotic properties of the proposed test statistic and approximation method to find the critical values of the limiting distribution are studied. Several real examples are illustrated.

Keywords

References

  1. Statistical Models Based on Counting Process Andersen, P.K.;Borgan, o.;Gill, R.D.;Keiding, N.
  2. Journal of the Royal Statistical Society v.B 34 Regression models and life-tables(with discussion) Cox, D.R.
  3. Biometrika v.62 Partial likelihood Cox, D.R.
  4. Journal of the American Statistical Association v.72 Covariance analysis of heart transplant survival data Crowley, J.;Hu, H.
  5. Western Journal of Medicine v.126 Remission maintenance therapy in acute myelogenous leukemia Embury, S.H.;Elias, L.;Heller, P.H.;Hood, C.E.;Greenberg, P.L.;Schrier, S.L.
  6. Counting Process and Survival Analysis Fleming, T.R.;Harrington, D.P.
  7. The Statistical Analysis of Failure Time Data Kalbfleisch, J.D.;Prentice, R.L.
  8. Ph.D. Thesis, Seoul National University Goodness-of-fit tests for the additive risk model Kim, J.H.
  9. Statistica Sinica v.1 Goodness-of-fit tests for the general Cox regression model Lin, D.Y.;Wei, L.J.
  10. Biometrika v.80 Checking the Cox model with cumulative sums of martingale-based residuals Lin, D.Y.;Wei, L.J.;Ying Z.
  11. Biometrika v.81 Semiparametric analysis of the additive risk model Lin, D.Y.;Ying Z