[R] cox goodness of fit
roland.rproject at gmail.com
Thu May 31 15:32:07 CEST 2007
assuming you are doing a Cox-PH-Model, you can check:
There it says that the components 'residuals' refers to the martingale
residuals. I hope I recall it correctly but there exists a simple
relation between the martingale residuals ('mgr') and the unmodified
cox-snell residuals ('ucs'):
ucs = delta - mgr
where delta refers to your event indicator (0=censored, 1=event).
I don't have the books with me at the moment, but I think I learned
about residuals in a survival context either in Klein/Moeschberger:
Survival Analysis or in Tableman/Sung Kim: Survival Analysis Using S
I hope this helps,
Murray Pung wrote:
> Is there an implementation of the Cox-Snell residuals / Nelson-Aalen plot
> for goodness of fit?
> Or otherwise is there an appropriate Goodness of Fit diagnostic?
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