Properties of Hazard-Based Residuals and Implications in Model Diagnostics
基于风险率的残差性质及其对模型诊断的影响
Model diagnostic procedures in failure time models using hazard-based residuals rely on the assumption that the residual vector closely resembles a random sample from a unit exponential distribution when the model holds. This article formally investigates the validity of this critical assumption by deriving and examining the properties of parametrically, semiparametrically, and nonparametrically estimated residuals for complete and right-censored data. The joint distribution…