Ancillarity properties of generalized residuals with applications in failure time models

✍ Scribed by Inmaculada B. Aban; Edsel A. Peña

• Book ID: 104340690
• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 162 KB
• Volume: 74
• Category: Article
• ISSN: 0378-3758
• DOI: 10.1016/s0378-3758(98)00094-9

✦ Synopsis

This paper addresses the issue of when residuals from failure time models, which are useful in model validation and diagnostics, possess a conditional ancillarity property. This property states that the distribution of the residuals depends on the model parameters only through a many-toone function of these parameters, which in certain models turn out to be the censoring proportion. Concrete results are obtained for models which possess an invariance structure, and these results are applied to commonly used failure time models. Aside from furthering our understanding of the distributional structure of residuals, this conditional ancillarity property can be exploited to study in a more e cient manner the distributional properties of residuals either analytically and=or through numerical methods.