Lifetime Data Analysis

, 15:534 | Cite as

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

  • Axel Gandy
  • Uwe Jensen


We introduce directed goodness-of-fit tests for Cox-type regression models in survival analysis. “Directed” means that one may choose against which alternatives the tests are particularly powerful. The tests are based on sums of weighted martingale residuals and their asymptotic distributions. We derive optimal tests against certain competing models which include Cox-type regression models with different covariates and/or a different link function. We report results from several simulation studies and apply our test to a real dataset.


Cox-regression Goodness-of-fit Martingale residuals Survival analysis 


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Copyright information

© Springer Science+Business Media, LLC 2009

Authors and Affiliations

  1. 1.Department of MathematicsImperial College LondonLondonUK
  2. 2.Institute of Applied Mathematics and StatisticsUniversity of HohenheimStuttgartGermany

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