Sökning: "martingale residuals"

Hittade 2 uppsatser innehållade orden martingale residuals.

1. 1. An Evaluation of Methods for Assessing the Functional Form of Covariates in the Cox Model

   Magister-uppsats, Uppsala universitet/Statistiska institutionen

   Författare :Linnea Karlsson; [2016]
   Nyckelord :Cox model; martingale residuals; cumulative sums of martingale residuals; functional form; misspecification; smoothed scatterplots; supremum test;

   Sammanfattning : 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

3. 2. An evaluation of the Cox-Snell residuals

   Master-uppsats, Uppsala universitet/Statistiska institutionen

   Författare :Elin Ansin; [2015]
   Nyckelord :Cox-Snell residuals; Martingale residuals; Proportional Hazards Model; Survival models;

   Sammanfattning : 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