• Title/Summary/Keyword: 마팅게일 잔차

Search Result 1, Processing Time 0.012 seconds

Review on proportional hazards regression diagnostics based on residuas (잔차에 기초한 비례위험모형의 회귀진단법 고찰 - PBC 자료를 통한 응용 연구)

  • 이성임;박성현
    • The Korean Journal of Applied Statistics
    • /
    • v.15 no.2
    • /
    • pp.233-250
    • /
    • 2002
  • Cox's proportional hazard model is highly-used for the regression analysis of survival data in various fields. Regression diagnostics for the proportional hazards model, however, is not as well-known as the diagnostics for the classical linear models and so these diagnostic methods are not used widely in our practical data analyses. For this reason, we review the residuals proposed by several authors, and investigate how to use them in assessing the model. We also provide the results and interpretation with the analysis of PBC data using S-plus 2000 program.