This preview shows page 1. Sign up to view the full content.
Unformatted text preview: ntial random variable.
To check whether ej behaves as a sample from a unit
compute the Nelson-Aalen estimator of the cumulative hazards
rate of Ej s : ΛE (ej )
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
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...
View Full Document
This document was uploaded on 04/03/2014.
- Three '14