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The evaluation of the proportional hazards model adequacy using residual diagnostics

Joanna M. Landmesser 

Szkoła Główna Gospodarstwa Wiejskiego (SGGW), Nowoursynowska 166, Warszawa 02-787, Poland

Abstract

In the paper, we demonstrate how residuals can be calculated and used in assessing the adequacy of the proportional hazards model. We focus on different, particularly useful diagnostics: martingale residuals, deviance residuals, Cox-Snell residuals, Schoenfeld residuals and score residuals. The goal of the paper is to explain the role of these diagnostics in examining some aspects of the fit of the hazard model. A numerical example, which is based on the data from the Labour Force Survey in Poland (BAEL), will show how to use these residual statistics efficiently.

 

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  1. FULLTEXT: The evaluation of the proportional hazards model adequacy using residual diagnostics, Microsoft Office Document, 0.2MB
 

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Related papers

Presentation: Oral at First International Conference Quantitative Methods in Economics, Sessions C, by Joanna M. Landmesser
See On-line Journal of First International Conference Quantitative Methods in Economics

Submitted: 2009-02-16 13:18
Revised:   2009-06-07 00:48