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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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Presentation: Oral at First International Conference Quantitative Methods in Economics, Sessions C, by Joanna M. LandmesserSee On-line Journal of First International Conference Quantitative Methods in Economics Submitted: 2009-02-16 13:18 Revised: 2009-06-07 00:48 |