응용통계연구 (The Korean Journal of Applied Statistics)

  • 제9권1호
  • /
  • Pages.75-89
  • /
  • 1996
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  • 1225-066X(pISSN)
  • /
  • 2383-5818(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

마팅게일잔차에 기초한 가산위험모형의 적합도검정법

A goodness-of-fit test based on Martinale residuals for the additive risk model

  • 김진흠 ((445-743) 경기도 화성군 봉담면 와우리 산2-2, 수원대학교 응용통계학과) ;
  • 이승연 ((133-747) 서울특별시 광진구 군자동 98, 세종대학교 응용통계학과)
  • 발행 : 1996.03.01
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⟨ 이전 논문 다음 논문 ⟩

초록

본 논문에서는 하나의 이진공변량(binary covariate)을 갖는 가산위험모형(additive risk model)의 적합도를 검정하기 위한 검정법을 제안하였다. 제안된 검정법은 마팅게일잔차(martingale residual)에 기초한 Wei(1984)의 비례위험모형(proportional hazards model)의 적합도검정법을 가산위험모형으로 확장한 형태이다. 제안된 검정통계량의 점근성질을 유도하였고 실제자료에 적용하여 보았다.

This paper proposes a goodness-of-fit test for checking the adequacy of the additive risk model with a binary covariate. The test statistic is based on martingale residuals, which is the extended form of Wei(1984)'s test. The proposed test is shown to be consistent and asymptotically normally distributed under the regularity conditions. Furthermore, the test procedure is illustrated with two set of real data and the results are discussed.

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참고문헌

  1. The Annals of Statistics v.10 Cox's regression model for counting process : a large sample study Andersen, P. K.;Gill, R. D.
  2. Journal of the Royal Statistical Society, Ser. 34 Regression models and life-tables (with discussion) Cox, D. R.
  3. Counting Processes and Survival Analysis Fleming, T. R.;Harrington, D. P.
  4. Biometrika v.74 A simple test of the proportional hazards assumption Gill, R. D.;Schumacher, M.
  5. Biometrika v.80 Checking the Cox model with cumulative sums of martingale-based residuals Lin, D. Y.;Wei, L. J.;Ying, Z.
  6. Biometrika v.81 Semiparametric analysis of the additive risk model Lin, D. Y.;Ying, Z.
  7. Biometrika v.73 Misspecified proportional hazard models Struthers, C. A.;Kalbfleisch, J. D.
  8. Biometrika v.77 Martingale-based residuals for survival models Therneau, T. M.;Grambsch, P. M.;Fleming, T. R.
  9. Journal of the American Statistical Association v.79 Testing goodness-of-fit for proportional hazards model with censored observations Wei, L. J.
  10. Journal of the American Statistical Association v.90 Survival analysis with median regression model Ying, Z.;Jung, S. H.;Wei, L. J.