Publication Date:
2015-11-28
Description:
We investigate diagnostic measures for assessing the influence of observations and model misspecification on the Cox regression model when there are missing covariate data. Our diagnostics include case-deletion measures, conditional martingale residuals, and score residuals. The Q-distance is introduced to examine the effects of deleting individual observations on the estimates of finite- and infinite-dimensional parameters. Conditional martingale residuals are used to construct goodness-of-fit statistics for testing misspecification of the model assumptions. A resampling method is developed to approximate the $p$ -values of the goodness-of-fit statistics. We conduct simulation studies to evaluate our methods, and analyse a real dataset to illustrate their use.
Print ISSN:
0006-3444
Electronic ISSN:
1464-3510
Topics:
Biology
,
Mathematics
,
Medicine
