Martingale difference residuals as a diagnostic tool for the Cox model
作为 Cox 模型诊断工具的鞅差残差
The proportional hazards model makes two major assumptions: the hazard ratio is constant over time, and the relationship between the hazard and continuous covariates is log‐linear. Methods exist for checking and relaxing each of these assumptions, but in both cases the methods rely on the other assumption being true. Problems can occur if neither of the assumptions is appropriate, or even if only one of the assumptions is appropriate but it is not known which. We propose a…