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An evaluation of the Cox-Snell residuals
Uppsala University, Disciplinary Domain of Humanities and Social Sciences, Faculty of Social Sciences, Department of Statistics.
2015 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

It is common practice to use Cox-Snell residuals to check for overall goodness of tin survival models. We evaluate the presumed relation of unit exponentially dis-tributed residuals for a good model t and evaluate under some violations of themodel. This is done graphically with the usual graphs of Cox-Snell residual andformally using Kolmogorov-Smirnov goodness of t test. It is observed that residu-als from a correctly tted model follow unit exponential distribution. However, theCox-Snell residuals do not seem to be sensitive to the violations of the model.

Place, publisher, year, edition, pages
2015. , 53 p.
Keyword [en]
Cox-Snell residuals, Martingale residuals, Proportional Hazards Model, Survival models
National Category
Probability Theory and Statistics
URN: urn:nbn:se:uu:diva-256665OAI: diva2:826234
Educational program
Master Programme in Statistics
Available from: 2015-06-25 Created: 2015-06-24 Last updated: 2015-06-25Bibliographically approved

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