Lifetime Data Analysis

, Volume 2, Issue 4, pp 315–328

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

  • Jon Ketil Grønnesby
  • Ørnulf Borgan

DOI: 10.1007/BF00127305

Cite this article as:
Grønnesby, J.K. & Borgan, Ø. Lifetime Data Anal (1996) 2: 315. doi:10.1007/BF00127305


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 validated by stochastic simulation. A data example with patients with primary biliary cirrhosis of the liver is discussed.

Key words

counting processes Cox regression Aalen regression martingale residual processes stochastic simulation primary biliary cirrhosis of the liver 

Copyright information

© Kluwer Academic Publishers 1996

Authors and Affiliations

  • Jon Ketil Grønnesby
    • 1
  • Ørnulf Borgan
    • 1
  1. 1.Department of MathematicsUniversity of OsloNorway