A martingale residual diagnostic for longitudinal and recurrent event data

DOI10.1007/S10985-009-9129-1MaRDI QIDQ746012zbMATHOpenAlexWikidataFDO

Authors Entisar Elgmati, Daniel Farewell, Robin Henderson

Publication date 15 October 2015

Published in Lifetime Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10985-009-9129-1

zbMATH Keywords

covariancemisspecificationevent historyfrailtydynamic covariate

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Non-Markovian processes: hypothesis testing (62M07) Testing in survival analysis and censored data (62N03) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cites work

• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Bootstrap procedures under some non-i.i.d. models
• Bootstrap, wild bootstrap, and asymptotic normality
• Checking the Cox model with cumulative sums of martingale-based residuals
• Dynamic Analysis of Multivariate Failure Time Data
• Dynamic Analysis of Recurrent Event Data with Missing Observations, with Application to Infant Diarrhoea in Brazil
• Joint modelling of longitudinal measurements and event time data
• Omnibus tests of the martingale assumption in the analysis of recurrent failure time data
• On Inference in Parametric Survival Data Models
• Statistical models based on counting processes

Cited in

(5)

• A Khmaladze-transformed test of fit with ML estimation in the presence of recurrent events
• Weak convergence of the wild bootstrap for the Aalen-Johansen estimator of the cumulative incidence function of a competing risk
• Standardized martingale residuals applied to grouped left truncated observations of dementia cases
• A dynamic approach for reconstructing missing longitudinal data using the linear increments model
• Specification diagnostics for duration models. A martingale approach

Describes a project that uses

Uses Software

• addreg

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