✦ LIBER ✦

Model checks for Cox-type regression models based on optimally weighted martingale residuals

✍ Scribed by Axel Gandy; Uwe Jensen

Publisher: Springer
Year: 2009
Tongue: English
Weight: 285 KB
Volume: 15
Category: Article
ISSN: 1380-7870
DOI: 10.1007/s10985-009-9121-9

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Robust estimation for the Cox regression

Robust estimation for the Cox regression model based on trimming

✍ Alessio Farcomeni; Sara Viviani 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 231 KB 👁 2 views

## Abstract We propose a robust Cox regression model with outliers. The model is fit by trimming the smallest contributions to the partial likelihood. To do so, we implement a Metropolis‐type maximization routine, and show its convergence to a global optimum. We discuss global robustness properties

A method for checking regression models

A method for checking regression models in survival analysis based on the risk score

✍ Jon Ketil Grønnesby; Ørnulf Borgan 📂 Article 📅 1996 🏛 Springer 🌐 English ⚖ 773 KB

We propose to perform model check for the Cox and Aalen regression models using martingale residual processes grouped after the risk score. Asymptotic distributions of the grouped martingale residual processes are deduced, so both formal and graphical model check can be performed. The method is vali

AN EXTENDED PROBABILITY EVALUATION METHO

AN EXTENDED PROBABILITY EVALUATION METHOD FOR AN ACOUSTIC ENVIRONMENT BASED ON THE INTRODUCTION OF THREE FUNCTIONAL SYSTEM MODELS OF REGRESSION TYPE: THEORY AND APPLICATION TO A SOUND INSULATION SYSTEM

✍ M. Ohta; Y. Fujita 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 173 KB