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Goodness-of-fit testing of survival models in the presence of Type–II right censoring

Author

Listed:
  • M. Cockeran

    (North–West University)

  • S. G. Meintanis

    (National and Kapodistrian University of Athens)

  • L. Santana

    (North–West University)

  • J. S. Allison

    (North–West University)

Abstract

We consider a variety of tests for testing goodness–of–fit in a parametric Cox proportional hazards (PH) and accelerated failure time (AFT) model in the presence of Type–II right censoring. The testing procedures considered can be divided in two categories: an approach involving transforming the data to a complete sample and an approach using test statistics that can directly accommodate Type-II right censoring. The power of the proposed tests are compared through a Monte Carlo study for various scenarios. It is found that both approaches are useful for testing exponentiality if the censoring proportion in a data set is lower than 30%, but that it is recommended to use the approach that first transforms the sample to a complete sample when one encounters higher censoring proportions.

Suggested Citation

  • M. Cockeran & S. G. Meintanis & L. Santana & J. S. Allison, 2021. "Goodness-of-fit testing of survival models in the presence of Type–II right censoring," Computational Statistics, Springer, vol. 36(2), pages 977-1010, June.
    • Handle: RePEc:spr:compst:v:36:y:2021:i:2:d:10.1007_s00180-020-01050-7
    DOI: 10.1007/s00180-020-01050-7
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    References listed on IDEAS

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    5. Christian Goldmann & Bernhard Klar & Simos Meintanis, 2015. "Data transformations and goodness-of-fit tests for type-II right censored samples," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(1), pages 59-83, January.
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