半参数加速故障时间模型的一般模型检查程序

IF 1.6 2区 数学 Q2 COMPUTER SCIENCE, THEORY & METHODS Statistics and Computing Pub Date : 2024-05-07 DOI:10.1007/s11222-024-10431-7
Dongrak Choi, Woojung Bae, Jun Yan, Sangwook Kang
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引用次数: 0

摘要

我们为半参数加速失效时间(AFT)模型提出了一套拟合优度检验,包括总括检验、链接函数检验和函数形式检验。这组检验来自一个多参数累积和过程,该过程在渐近上遵循零均值高斯过程。它的评估基于渐近等效的扰动版本,可以对假定的 AFT 模型进行图形和数值评估。使用 Kolmogorov 型 supremum 检验获得经验 p 值,该检验为估计拟议的非标准化和标准化检验统计量的显著性提供了一种可靠的方法。我们使用基于秩的估计器对所提出的程序进行了说明,但该程序具有通用性,可直接适用于其他一些流行的估计器,如满足某些属性的诱导平滑秩估计器或最小二乘估计器。我们通过大量的模拟实验对所提出的方法进行了严格评估,证明了这些方法在保持 I 类错误率以及检测实际样本量和删减率偏离假定 AFT 模型方面的有效性。此外,我们还将所提出的方法应用于原发性胆汁性肝硬化数据的分析,这是一个在生存分析中被广泛研究的数据集,进一步证明了所提出的方法在现实世界中的实用性。为了让研究人员更容易使用所提出的方法,我们在 R 软件包 afttest 中实现了这些方法,该软件包可在 R 综合存档网络上公开获取。
本文章由计算机程序翻译,如有差异,请以英文原文为准。

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A general model-checking procedure for semiparametric accelerated failure time models

We propose a set of goodness-of-fit tests for the semiparametric accelerated failure time (AFT) model, including an omnibus test, a link function test, and a functional form test. This set of tests is derived from a multi-parameter cumulative sum process shown to follow asymptotically a zero-mean Gaussian process. Its evaluation is based on the asymptotically equivalent perturbed version, which enables both graphical and numerical evaluations of the assumed AFT model. Empirical p-values are obtained using the Kolmogorov-type supremum test, which provides a reliable approach for estimating the significance of both proposed un-standardized and standardized test statistics. The proposed procedure is illustrated using the rank-based estimator but is general in the sense that it is directly applicable to some other popular estimators such as induced smoothed rank-based estimator or least-squares estimator that satisfies certain properties. Our proposed methods are rigorously evaluated using extensive simulation experiments that demonstrate their effectiveness in maintaining a Type I error rate and detecting departures from the assumed AFT model in practical sample sizes and censoring rates. Furthermore, the proposed approach is applied to the analysis of the Primary Biliary Cirrhosis data, a widely studied dataset in survival analysis, providing further evidence of the practical usefulness of the proposed methods in real-world scenarios. To make the proposed methods more accessible to researchers, we have implemented them in the R package afttest, which is publicly available on the Comprehensive R Archive Network.

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来源期刊
Statistics and Computing
Statistics and Computing 数学-计算机:理论方法
CiteScore
3.20
自引率
4.50%
发文量
93
审稿时长
6-12 weeks
期刊介绍: Statistics and Computing is a bi-monthly refereed journal which publishes papers covering the range of the interface between the statistical and computing sciences. In particular, it addresses the use of statistical concepts in computing science, for example in machine learning, computer vision and data analytics, as well as the use of computers in data modelling, prediction and analysis. Specific topics which are covered include: techniques for evaluating analytically intractable problems such as bootstrap resampling, Markov chain Monte Carlo, sequential Monte Carlo, approximate Bayesian computation, search and optimization methods, stochastic simulation and Monte Carlo, graphics, computer environments, statistical approaches to software errors, information retrieval, machine learning, statistics of databases and database technology, huge data sets and big data analytics, computer algebra, graphical models, image processing, tomography, inverse problems and uncertainty quantification. In addition, the journal contains original research reports, authoritative review papers, discussed papers, and occasional special issues on particular topics or carrying proceedings of relevant conferences. Statistics and Computing also publishes book review and software review sections.
期刊最新文献
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