Assume no interaction between z1 and any of the

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Unformatted text preview: ntial random variable. To check whether ej behaves as a sample from a unit exponential, compute the Nelson-Aalen estimator of the cumulative hazards ˆ rate of Ej s : ΛE (ej ) ˆ A plot of ΛE (ej ) versus ej should be roughly straight line through the origin with a slope of 1 39/45 Actuarial Statistics – Module 3: Semi-parametric methods: Cox Regression Model Diagnostics for the Cox regression model Example 2.5 2.0 1.5 1.0 0.5 0.0 estimated cumulative hazard function of the residuals 3.0 For the Cox regression model, a Cox-Snell residual plot is given as below. Comment on the overall fit of the Cox model. 0.0 40/45 0.5 1.0 1.5 residuals 2.0 2.5 3.0 Actuarial Statistics – Module 3: Semi-parametric methods: Cox Regression Model Diagnostics for the Cox regression model Assessment of the proportionality assumption To check for proportional hazards assumption for a given covariate Z1 after adjusting for all other relevant covariates Write the covariate vector (p -dimension) as Z = (z1 , Z2 ), where Z2 represents the remaining p − 1 covariates. Assume no interac...
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This document was uploaded on 04/03/2014.

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