Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Checking the Additive Risk Model with Martingale Residuals

  • Myung-Unn Song (Department of Statistics, Kyungpook National University, Taegu, 702-701, Korea.) ;
  • Dong-Myung Jeong (Department of Statistics, Kyungpook National University, Taegu, 702-701, Korea.) ;
  • Jae-Kee Song (Department of Statistics, Kyungpook National University, Taegu, 702-701, Korea.)
  • Published : 1996.09.01
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Abstract

In contrast to the multiplicative risk model, the additive risk model specifies that the hazard function with covariates is the sum of, rather than product of, the baseline hazard function and the regression function of covariates. We, in this paper, propose a method for checking the adequacy of the additive risk model based on partial-sum of matingale residuals. Under the assumed model, the asymptotic properties of the proposed test statistic and approximation method to find the critical values of the limiting distribution are studied. Several real examples are illustrated.

Keywords

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