Sökning: "Martingale residuals"
Hittade 2 uppsatser innehållade orden Martingale residuals.
1. An Evaluation of Methods for Assessing the Functional Form of Covariates in the Cox Model
Magister-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : In this thesis, two methods for assessing the functional form of covariates in the Cox proportional hazards model are evaluated. The methods include one graphical check based on martingale residuals and one graphical check, together with a Kolmogorov-type supremum test, based on cumulative sums of martingale residuals. LÄS MER
2. An evaluation of the Cox-Snell residuals
Master-uppsats, Uppsala universitet/Statistiska institutionenSammanfattning : It is common practice to use Cox-Snell residuals to check for overall goodness of tin survival models. We evaluate the presumed relation of unit exponentially dis-tributed residuals for a good model t and evaluate under some violations of themodel. LÄS MER