Goodness-of-fit inference for the Cox-Aalen additive-multiplicative regression model
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.
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Volume (Year): 70 (2004)
Issue (Month): 4 (December)
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- Torben Martinussen, 2002. "A flexible additive multiplicative hazard model," Biometrika, Biometrika Trust, vol. 89(2), pages 283-298, June.
- Thomas H. Scheike, 2002. "An Additive-Multiplicative Cox-Aalen Regression Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 29(1), pages 75-88.
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