Diagnostic measures for the Cox regression

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Diagnostic measures for the Cox regression model with missing covariates3h
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由 Zhu, H., Ibrahim, J. G., Chen, M.-H.[url=][/url] 通过 Biometrika - current issue[url=][/url]




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.

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关键词：regression Diagnostic regressio measures Agnostic measures include

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