Martingale-Based Residuals for Survival Models

Abstract

Graphical methods based on the analysis of residuals are considered for the setting of the highly-used Cox (1972) regression model and for the Andersen-Gill (1982) generalization of that model. We start with a class of martingale-based residuals as proposed by Barlow & Prentice (1988). These residuals and/or their transforms are useful for investigating the functional form of a covariate, the proportional hazards assumption, the leverage of each subject upon the estimates of β, and the lack of model fit to a given subject.