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

作者：Teodorescu Bianca; Van Keilegom Ingrid^*

来源：Journal of Nonparametric Statistics, 2010, 22(5): 547-566.

DOI：10.1080/10485250903302788

• additive hazards model
• bootstrap
• goodness-of-fit
• least squares estimator
• proportional hazards model
• semiparametric regression
• survival analysis
• time-varying coefficients

Consider a semiparametric time-varying coefficients regression model of the following form: phi(S(z|X))=(z)t X, where phi is a known link function, S(center dot|X) is the survival function of a response Y; given a covariate X, X=(1, X, X2, ..., Xp) and (z)=(0(z), ..., p(z))t is the unknown vector of regression coefficients. This model reduces for special choices of phi 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.

• 出版日期2010