An evaluation of the Cox-Snell residuals
Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
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.
Cox-Snell residuals, Martingale residuals, Proportional Hazards Model, Survival models
Probability Theory and Statistics
IdentifiersURN: urn:nbn:se:uu:diva-256665OAI: oai:DiVA.org:uu-256665DiVA: diva2:826234
Master Programme in Statistics